A filter secant method with nonmonotone line search for equality constrained optimization
- ISSN号:1009-6124
- 期刊名称:系统科学与复杂性学报(英文版)
- 时间:0
- 页码:846-860
- 语言:中文
- 分类:O221.2[理学—运筹学与控制论;理学—数学] O224[理学—运筹学与控制论;理学—数学]
- 作者机构:[1]School of Mathematics and Informatics, Shanghai LiXin University of Commerce, Shanghai 201620, China, [2]Business College, Shanghai Normal University, Shanghai 200234, China
- 相关基金:This research is supported by the National Science Foundation of China under Grant No. 10871130, the Ph.D. Foundation under Grant No. 20093127110005, the Shanghai Leading Academic Discipline Project under Grant No. S30405, and the Shanghai Finance Budget Project under Grant Nos. 1139IA0013 and 1130IA15.
- 相关项目:最优化问题过滤方法的理论研究与应用
关键词:
非单调线搜索, 等式约束优化, 过滤器, 弦截法, 超线性收敛速度, BFGS, 拉格朗日, 计算成本, Convergence, filter method, line search, nonmonotone, secant update
中文摘要:
Email:chaogumath@gmail.com
Email:dtzhu@shnu.edu.cn