关于一般约束非线性规划问题的一族下降函数

A FAMILY OF DESCENT FUNCTIONS FOR EQUALITY AND INEQUALITY CONSTRAINED NONLINEAR PROGRAMMING

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.