广义New ton法求解非线性优化问题

THE SEARCH OF NONLINEAR OPTIMAL PROBLEM BY METHOD OF GENERALIZED NEWTON

将非线性优化问题转化为非光滑方程组求解 ,在映射的光滑性不能满足文 [5 ]关于广义 Newton的收敛性理论的条件下 ,我们以较弱的条件 ,证明了广义 Newton法对于非线性约束优化问题的适定性与局部平方收敛性 ,从而为直接应用广义 Newton法于非线性优化问题提供了理论依据。最后以满意的数值结果 ,显示了广义

Nonlinear constrained optimal problem was proved the feasibility and partial square convergence of method of generalized Newton,with weaker condition under the smoothness of map can't satisfy the convergent theory of generalized Newton of reference ,therefore, present theoretical evidence was supplied for straightly appling generalized Newton method in nonlinear optimal problem. The feasibility and efficiency of generalized Newton method was showed with satisfied numerical value result for nonlinear constrained optimal problem.