欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
本文利用一个新的分片线性NCP函数提出一个新的可行的QP-free方法解非线性不等式约束优化问题．不同于其他的QP-free方法，这个方法只考虑在工作集中的约束函数，工作集是积极集的一个估计，因此子问题的维数不是满秩的．这个方法可行的并且不需假定严格互补条件、聚点的孤立性得到算法的全局收敛性，并且积极约束函数的梯度不要求线性独立的，其中由拟牛顿法得到的子矩阵不需要求一致正定性．
英文摘要：
In this paper, a new QP-free feasible method is proposed for solving inequality constrained optimization problems, by a new piecewise linear NCP functions. Unlike the existing QP-free algorithms, the proposed method is concerned with only the constraints in the working set, which is an estimate of the active set. Consequently, the dimension of the subproblems is not full dimensional. This method is implementable and globally convergent without assuming that the strict complementarity condition, the isolatedness of the accumulation points. Furthermore, the gradients of active constraints are not requested to be linearly independent. The submatrix, which is obtained by quasi Newton methods, isn＇t requested to be uniformly positive definite.
同期刊论文项目
同项目期刊论文
期刊信息
位置：