上海师范大学学报（自然科学版）
上海師範大學學報（自然科學版）
상해사범대학학보（자연과학판）
JOURNAL OF SHANGHAI TEACHERS UNIVERSITY(NATURAL SCIENCES)
2011年
5期
441-453
,共13页
Fletcher罚函数%约束优化%正割算法%不精确方法%收敛性
Fletcher罰函數%約束優化%正割算法%不精確方法%收斂性
Fletcher벌함수%약속우화%정할산법%불정학방법%수렴성
Fletcher's penalty function%constrained optimization%secant method%inexact method%convergence
通过使用线搜索技术,提出了一类具有整体收敛性的不精确修正正割算法解非线性约束优化问题.引入Fletcher罚函数作为价值函数克服了产生Maratos效应.在合理条件下证明了该类算法具有二步q阶超线性收敛速率.进而,对于约束进行很小的额外计算改进了此类算法,以使新算法具有一步g阶超线性收敛速率.数值实验的结果证明了该算法的有效性和可行性.
通過使用線搜索技術,提齣瞭一類具有整體收斂性的不精確脩正正割算法解非線性約束優化問題.引入Fletcher罰函數作為價值函數剋服瞭產生Maratos效應.在閤理條件下證明瞭該類算法具有二步q階超線性收斂速率.進而,對于約束進行很小的額外計算改進瞭此類算法,以使新算法具有一步g階超線性收斂速率.數值實驗的結果證明瞭該算法的有效性和可行性.
통과사용선수색기술,제출료일류구유정체수렴성적불정학수정정할산법해비선성약속우화문제.인입Fletcher벌함수작위개치함수극복료산생Maratos효응.재합리조건하증명료해류산법구유이보q계초선성수렴속솔.진이,대우약속진행흔소적액외계산개진료차류산법,이사신산법구유일보g계초선성수렴속솔.수치실험적결과증명료해산법적유효성화가행성.
We propose a class of modified global convergent inexact secant methods in association with line search technique for solving nonlinear constrained optimization problems.By introducing Fletcher's penalty function as a merit function,the Maratos effect can be avoided.The resulting algorithms possess global convergence while maintaining two -step q -superlinear local convergence rates under some reasonable conditions.Furthermore,with one extra evaluation of the constraints at each iteration,the improved algorithms have one - step q - superlinear local convergence rates.The results of numerical experiments indicate that the proposed algorithms are efficient for the given test problems.
