非线性规划中的约束变尺度法

VARIABLE METRIC METHODS FOR NONLINEAR PROGRAMMING

本文系统地介绍了大量线性规划的约束变尺度法的基本思想和方法。并就Maratos效应的克服、变尺度矩阵的修正、相容性以及约束变尺度法中的可行方法等问题研究的最新成果进行了较为详细的介绍。

In this paper, we introduce systematically the basic principles and basic methods of the variable metric methods for nonlinear programming with nonlinear constraints. And, we also introduce the methods dealing with the Maratos effect, the modifications of the variable metric matrix, the consistence as well as the feasible methods in the constrained variable metric methods, etc..