非线性约束最优化问题的局部正基方向法

An Algorithm by the Local Positive Basis for Nonlinearly Constrained Optimization

本文对非线性约束最优化问题min{f(x)|h_i(x),1≤i≤m}给出了一个新的局部正基方向法。在f(x),h_i(x)(1≤i≤m)都连续可微,约束集非退化的条件下,证明了算法的整体收敛性。

This paper gives a new algorithm by the local positive basis for nonlinearly constrained optimization problem min {f(x)|h_i(x)≤0, l≤i≤m}. Under the assum-ption that f(x), h_i(x)(l≤i≤m) are cotinuously differentiale and the constraints are nondegenerate, the global convergence of the algorithm is proved.