这份报纸建议为非线性的平等的一个缩小的过滤器行搜索算法抑制了优化。一个缩小的过滤器,是传统的过滤器的修正,在算法被采用。当步尺寸接近零,缩小的过滤器的信封变得越来越薄。这个新算法为试用步的接受有更多的灵活性并且与传统的过滤器算法相比要求不太计算的费用。建议算法的全球、本地的集中在一些合理条件下面被给。数字实验被报导显示出缩小的过滤器算法的有效性。
This paper proposes a dwindling filter line search algorithm for nonlinear equality constrained optimization. A dwindling filter, which is a modification of the traditional filter, is employed in the algorithm. The envelope of the dwindling filter becomes thinner and thinner as the step size approaches zero. This new algorithm has more flexibility for the acceptance of the trial step and requires less computational costs compared with traditional filter algorithm. The global and local convergence of the proposed algorithm are given under some reasonable conditions. The numerical experiments are reported to show the effectiveness of the dwindling filter algorithm.