非线性约束优化问题的组合信赖域与线搜索算法

Combining Trust-region and Line search Algorithm for Problem of Nonlinear Constrained Optimization

对非线性等式约束优化问题提出了一个组合信赖域与线搜索求解算法 .与传统的信赖域方法比较 ,该算法的特点是当试探步不被信赖域方法接受时 ,无需重新求解信赖域子问题 .通过计算实例 ,比较了纯信赖域算法与组合算法的计算工作量 .

A combining trust region and line search method for optimization problem of nonlinear equality were presented.Comparing with traditional trust region method,the proposed algorithm never resolve the trust region subproblem when the trial step can not be accepted by trust region method.Numerical example is presented to compare with pure trust region method and combining method for calculation.