一个随机可行方向算法

A Random Feasible Direction Algorithm

本文提出一个解非线性规划问题的随机可行方向法。算法在每次迭代中使用随机向量产生搜索方向,并采用不精确线搜索。在适当的假设下,我们证明了算法以概率1收敛。

In this paper,a random feasible direction method for solving nonlinear programming problems is presented.At each iteration,the algorithm generates a search direction by the random vector,an inaccurate line search is also adopted.It is proved that the algorithm converges with probability 1 under the suitable assumptions.