等式约束优化问题的非单调信赖域算法

Nonmonotone Trust RegionAlgorithm for Equality Constrained Optimization

本文就等式约束优化问题,结合当前比较流行的非单调技术,提出了一种求解等式约束优化的非单调信赖域算法.在没有正则性条件的假设下我们证明了算法是有定义的。

This thesis combines the nonmonotone technique and proposes a nonmonotone trust region algorithm to solve equality constrained optimization. We prove that the algorithm is well defined and the global convergence of method is obtained without regular conditions.