求解一类约束优化问题的Newton分裂算法

Newton Decomposition Method for A Class of Constrained Optimization Problems

本文给出了求解一类约束优化问题的一个Newton分裂算法,并证明了算法的局部平方收敛性.该算法与已有算法相比,具有计算量小的特点,因而特别适合于求解大规模问题.为进一步降低算法的计算复杂性,我们结合Broyden算法,给出了两类Broyden类分裂算法.

We propose a Newton decomposition method for a class of constrained optimization problems, and prove its quadratic convergence. The method has less computational complexity, and is suitable for large-scale problems. We also propose a Broyden-like decomposition method.