修正的对角化拟牛顿算法的整体化

Globalization of the improved diagonalized quasi Newton algorithms

采用ｌ１不可微罚函数作一维搜索，对等式约束非线性优化算法ＩＤＱＮ的整体化进行了研究．证明了整体化的ＩＤＱＮ算法具有整体收敛性且保持局部超线性收敛性质．

The globalization of the IDQN algorithms for solving equality constrained nonlinear optimization problems is discussed. The Gilbert′s line search method is applied to the IDQN algorithms. It is shown that these algorithms possess global and local superlinear convergence properties.