A nonmonotone line search filter method with reduced Hessian updating for nonlinear optimization
- ISSN号:1009-6124
- 期刊名称:Journal of Systems Science and Complexity
- 时间:2013.8
- 页码:534-555
- 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 was supported by the National Science Foundation of China under Grant No. 10871130, tile Ph.D Foundation under Grant No. 20093127110005, the Shanghai Leading Academic Discipline Project under Grant No. S30405, and the Innovation Program of Shanghai Municipal Education Commission under Grant No. 12YZ174.
- 相关项目:大规模非线性约束优化问题的滤子方法及其应用
关键词:
非单调线搜索, 非线性优化, 黑森州, 过滤器, HESSIAN矩阵, 等式约束优化, 拉格朗日函数, 超线性收敛, Convergence, filter method, lagrangian function, line search, maratos effect, nomnono- tone.
中文摘要:
Email: chaogumat h@gmail.com.
Email: dtzhu@shnu.edu.cn.