简介:AinteriorpointscalingprojectedreducedHessianmethodwithcombinationofnonmonotonicbacktrackingtechniqueandtrustregionstrategyfornonlinearequalityconstrainedoptimizationwithnonegativeconstraintonvariablesisproposed.Inordertodealwithlargeproblems,apairoftrustregionsubproblemsinhorizontalandverticalsubspacesisusedtoreplacethegeneralfulltrustregionsubproblem.Thehorizontaltrustregionsubprobleminthealgorithmisonlyageneraltrustregionsubproblemwhiletheverticaltrustregionsubproblemisdefinedbyaparametersizeoftheverticaldirectionsubjectonlytoanellipsoidalconstraint.Bothtrustregionstrategyandlinesearchtechniqueateachiterationswitchtoobtainingabacktrackingstepgeneratedbythetwotrustregionsubproblems.Byadoptingthel1penaltyfunctionasthemeritfunction,theglobalconvergenceandfastlocalconvergencerateoftheproposedalgorithmareestablishedundersomereasonableconditions.AnonmonotoniccriterionandthesecondordercorrectionstepareusedtoovercomeMaratoseffectandspeeduptheconvergenceprogressinsomeill-conditionedcases.
简介:基于Chen-Harker-Kanzow-Smale光滑函数,对单调非线性互补问题NCP(f)给出了一种不可行非内点连续算法,该算法在每次迭代时只需求解一个线性等式系统,执行一次线搜索;算法在NCP(f)的解处不需要严格互补的条件下,具有全局线性收敛性和局部二次收敛性.