摘要
众所周知,既约Hessian方法是求解较大规模约束优化问题的一类有效方法,但已有的这类方法的全局收敛性分析需假定拉格朗日函数的既约Hessian矩阵的一致正定性.本文提出了一个修正的既约Hessian SQP方法,并且证明其在没有上面提及的假设条件下具有全局收敛性.
It is well-known that reduced Hessian method is one of the most efficient methods for solving large scale constrained optimization problems. However,the convergence analysis for the method requires of the positive definiteness of the reduced Hessian of Lagrangian function. This paper proposes a modified reduced Hessian SQP method and establishs its global convergence without the above-mentioned requirement.
出处
《应用数学》
CSCD
北大核心
2008年第2期317-321,共5页
Mathematica Applicata
基金
国家自然科学基金项目(10671060)
