学科分类
/ 1
1 个结果
  • 简介:Thispaperstudiesafamilyofthelocalconvergenceoftheimprovedsecantmethodsforsolvingthenonlinearequalityconstrainedoptimizationsubjecttoboundsonvariables.TheHessianoftheLagrangianisapproximatedusingtheDFPortheBFGSsecantupdates.Theimprovedsecantmethodsareusedtogenerateasearchdirection.Combiningwithasuitablestepsize,eachiterateswitchestotrialstepofstrictinteriorfeasibility.WhentheHessianisonlypositivedefiniteinanaffinenullsubspace,oneshowsthatthealgorithmsgeneratethesequencesconvergingq-linearlyandtwo-stepq-superlinearly.Furthermore,undersomesuitableassumptions,somesequencesgeneratedbythealgorithmsconvergelocallyone-stepq-superlinearly.Finally,somenumericalresultsarepresentedtoillustratetheeffectivenessoftheproposedalgorithms.

  • 标签: 非线性等式 局部收敛性 等式约束优化 HESSIAN矩阵 约束优化问题 可行性试验