机构地区: 广东工业大学应用数学学院数理系
出 处: 《华南理工大学学报(自然科学版)》 1997年第8期115-120,共6页
摘 要: 首先建立等式和不等式约束非线性优化问题的结构拟牛顿法,并以此产生搜索方向δX。然后给出以δX为下降方向的一族含双参数的下降函数,并且在一定条件下证明了该函数族关于结构拟牛顿法产生的点列是严格下降的。 This paper proposes a structured quasi Newton method for equality and inequality constrained nonlinear programming, and establishes a research orientation by the method. Specifically, the paper presents a family of descent functions containing two parameters and proves that the functions are strictly descent about sequence of points produced by the structured quasi Newton method under some conditions.