摘要
针对含有非线性不等式及线性等式与不等式约束的问题,给出了一种线性逼近算法。通过构造一个类似TV方法的子问题产生改进方向,利用Armijo线搜索产生步长,并在较弱的条件下得到了算法的全局收敛性。
A linear approximation algorithm for nonlinear inequality, linear equality and inequality constraints optimization is proposed. The improve direction is generated by a new sub-problem similar to a TV method, step length is produced by Armijo line search, and the global convergence is obtained under appropriate conditions,
出处
《重庆理工大学学报（自然科学）》
CAS
2010年第5期115-118,共4页
Journal of Chongqing University of Technology：Natural Science
基金
广西自然科学基金资助项目(0832052)
关键词
约束优化
线性逼近
ARMIJO线搜索
全局收敛
constraints optimization
linear approximation
Armijo line search
global convergence
