A LINE SEARCH FILTER SECANT METHOD FOR NONLINEAR EQUALITY CONSTRAINED OPTIMIZATION

来源 :系统科学与复杂性学报(英文版) | 被引量 : 0次 | 上传用户:abcd_11840
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
This paper formulates and analyzes a line search method for general nonlinear equality constrained optimization based on filter methods for step acceptance and secant methods for search direction.The feature of the new algorithm is that the secant algorithm is used to produce a search direction,a backtracking line search procedure is used to generate step size,some filtered rules are used to determine step acceptance,second order correction technique is used to reduce infeasibility and overcome the Maratos effect.Global convergence properties of this method are analyzed: under mild assumptions it is showed that every limit point of the sequence of iterates generated by the algorithm is feasible,and that there exists at least one limit point that is a stationary point for the problem.Moreover,it is also established that the Maratos effect can be overcome in our new approach by adding second order correction steps so that fast local superlinear convergence to a second order sufficient local solution is achieved.Finally,the results of numerical experiments are reported to show the effectiveness of the line search filter secant method.
其他文献
我平时喜欢一些小物件,比如化妆品小样、小玩偶、时尚装饰品、小件家居用品等。我看到一样买一样,到月底算账,发现花了不少钱。用老公的话说,我是“相当”爱逛街、“相当”能花钱、“相当”爱收藏,他是“相当”不愿意陪我购物。  一天,我约女友为我新买的沙发配一套卡通抱垫。女友出差了,我就给不太来往的女同学打电话,请她陪我去商场淘货。女同学说:“我送你一套全新的卡通抱垫,明后天直接快递到你家。”听我在电话里半
森林可持续经营问题逐渐成为人们关注的焦点 ,而林木群体遗传资源的可持续经营则是其中的重要内容。群体遗传变异信息对群体遗传资源可持续经营具有至关重要的指导作用 ,有关
研究全球气候变暖对林木生长的影响具有重要意义。以马尾松种源区域试验测定材料为例尝试预测气候变暖对我国林木生长的效应。根据 Schmidtling’s回归法预测 ,若年均温提高
从毒素化学、毒素作用机理、毒素的遗传基础、毒素在林木病害防治上的应用等几个方面总结了近些年林木病原菌毒素研究的成果。指出林木病原菌毒素研究不仅在理论上有重要意义
精彩有效的课堂离不开巧妙的导入,初中语文学科也不例外。结合课堂教学的内容进行巧妙的导入,不仅能起到“先声夺人”的功效,还能激励学生积极参与到课堂学习活动之中。本文
In this paper,the authors study an optimal control problem goved by a class of multistate ordinary differential equations in the absence of convexity.To overcom
The thickness of snow accumulated near different kinds of protection forest, i.e. shelterbelt ( Pinus sylvestris var. mongolica ) with v
近期,国家统计局公布了一起统计数据造假事件.2012年广东省中山市横栏镇的年报工业总产值85.1亿元,初步核实为22.2亿元,足足虚报了3倍之多.作为始作俑者的中山市横栏镇“一举
Mathematical modelling of cellular metabolism plays an important role in understanding biological functions and providing identification of targets for biotechn
In the past two decades,many statistical depth functions seemed as powerful exploratory and inferential tools for multivariate data analysis have been presented