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一类优化问题的非单调信赖域算法
  • ISSN号：1007-3221
  • 期刊名称：《运筹与管理》
  • 时间：0
  • 分类：O224[理学—运筹学与控制论;理学—数学]
  • 作者机构：[1]长沙理工大学数学与计算科学学院,长沙410076
  • 相关基金：国家自然科学基金资助项目（10671211）
作者： 杨润生[1], 李树君[1]
关键词： 约束优化, 非单调算法, 信赖域算法, 全局收敛性, constrained optimization, nonmonotone algorithm, trust-region algorithm, global convergence
中文摘要：

本文提出了一类带不等式约束和简单边界的非线性优化问题的非单调信赖域算法，在一定的条件下，证明了算法的全局收敛性，并通过数值实验验证了算法的合理性。

英文摘要：

This paper proposed a nonomontone trust region algorithm for nonlinear optimization with inequality constraints and simple bounds. Under certain conditions, the global convergence of the algorithm is proved and the numerical experiments show that the nonmonotone algorithms are effective.

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期刊信息
  • 《运筹与管理》
  • 北大核心期刊（2011版）
  • 主管单位:中国科学技术协会
  • 主办单位:中国运筹学会
  • 主编：俞嘉第
  • 地址：安徽省合肥市合肥工业大学系统工程研究所
  • 邮编：230009
  • 邮箱：xts_or@hfut.edu.cn
  • 电话：0551-2901503
  • 国际标准刊号：ISSN：1007-3221
  • 国内统一刊号：ISSN：34-1133/G3
  • 邮发代号:26-191
  • 获奖情况:
  • 安徽省优秀科技期刊
  • 国内外数据库收录:
  • 中国中国科技核心期刊,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）
  • 被引量:11977