【摘 要】
:
结合两阶段柬方法思想,提出新的束集修正策略,得到一个求解非光滑约束优化问题的两阶段束方法.当稳定中心更新时,通过束集修正策略,约束函数值更小的新点将替代束集中的一部分不可行点,目标函数值更小的新点将替代一部分可行点,旨在得到质量更优的束集.算法能接受不可行初始点,在阶段一搜索一个可行迭代点,一旦产生可行迭代点,进入阶段二执行可行方向算法.算法具备全局收敛性,且初步的数值结果表明算法是有效的.
【机 构】
:
广西大学行健文理学院,南宁,广西,530005;广西大学数学与信息科学学院,南宁,广西,530004;广西民族大学数学与物理学院,南宁,广西,530007
论文部分内容阅读
结合两阶段柬方法思想,提出新的束集修正策略,得到一个求解非光滑约束优化问题的两阶段束方法.当稳定中心更新时,通过束集修正策略,约束函数值更小的新点将替代束集中的一部分不可行点,目标函数值更小的新点将替代一部分可行点,旨在得到质量更优的束集.算法能接受不可行初始点,在阶段一搜索一个可行迭代点,一旦产生可行迭代点,进入阶段二执行可行方向算法.算法具备全局收敛性,且初步的数值结果表明算法是有效的.
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