不等式约束最优化的一个使用非单调搜索的可行算法(英文)

A Feasible Algorithm for Inequality Constrained Optimizations by Means of Nonmonotone Line Search

对不等式约束最优化问题本文提出了一个新算法．算法使用了非单调搜索，它不仅放松了每步迭代中对搜索的限制，而且使得算法迭代到一定阶段后具有非常简洁的形式．在不需要严格互补条件的较弱假设下，算法是整体和超线性收敛的．

In the paper, a new algorithm for inequality constrained optimization problems is presented. The algorithm uses the nonmonotone line search in the iteration, which not only looses the researching restrict in each iteration but also has the algorithm be of a much simple form after reaching some extension. The algorithm is feasible. Under some weaker assumptions, without strict complementary condition, the algorithm is globally and superlinearly convergent.