求解非负限制问题的Newton型算法

Newton Method for Solving Non-negative Constraint Optimization Problems

提出了求解非负限制问题的Newton型算法.当非负限制对问题的最优解不起作用时,该算法等价于Newton法;当非负限制对问题的最优解起作用时,它仍具有局部收敛性,且可快速收敛到非负限制问题的边界点上,保持二阶收敛速率.

The Newton method for solving non-negative constraint problems is proposed. When the non-negative constraints have no effect on the opimal solution of problems, the new method is equivalent to Newton method; When the non-negative constraints have effect on the optimal solution, it is still of local convergency and can quickly canverge to the boundary point of non-negative constraint problems at the quadratic rate of comverbence.