约束优化的曲线搜索信赖域算法及其全局收敛性

A CURVILINEAR TRUST REGION ALGORITHM OF CONSTRAINED OPTIMIZATION AND THEIR GLOBAL CONVERGENCE ANALYSIS

本文通过对无约束优化ＯＤＥ算法的信赖域分析，提出了约束优化问题的曲线搜索信赖域算法，给出了算法步骤。

In this paper, On the basis of unconstrained ODE method, we propose a new curvilinear trust region algorithm of constrained optimization, and give steps of the algorithm, moreover, we proved its global convergence.