摘要
先通过罚函数法将一般约束优化问题在一定条件下转化为无约束优化问题,再利用无约束优化问题的修正BFGS信赖域算法,进而得到一般约束优化问题的修正BFGS信赖域算法,并通过数值试验表明该算法是有效的。
The modified BFGS update formula is succeed to generalized to inequality constrained optimization problem. The modified BFGS update formula to construct a new trust-region sub-problem is used, and then obtain a modified BFGS trust-region algorithm for inequality constrained optimization problem. Under certain conditions, is proved that the method is feasible.
出处
《科学技术与工程》
2009年第2期379-381,共3页
Science Technology and Engineering
关键词
约束优化
信赖域方法
BFGS信赖域方法
有效性
constrained optimization trust-region method BFGS trust-region method effectiveness
