非线性不等式约束规划的信赖域方法

来源期刊：中南大学学报(自然科学版)1994年第6期

论文作者：袁沅

文章页码：758 - 761

关键词：非线性规划; 收敛; 信赖域方法

Key words：non-linear programming; convergence(mathematics); trust region method

摘    要：将信赖域方法用于不等式约束问题,在不要求HeSSiAn阵的近似矩阵正定的情况下,证明了算法的整体收敛性,且在一定条件下,证明了算法是二阶收敛的.最后给出了1个计算实例.

Abstract: This paper presents a trust region-based method for the general nonlinear programmingproblem. The method works by changing the constrains from inequality to equality,then us-ing the trust region method.It is proved that the method is globally convergent without thecondition that Hessian approximation is positively definite,and that under better conditions,the method is quadratically convergent.