GLOBALLY CONVERGENT METHOD FOR NONLINEAR-PROGRAMMING
GLOBALLY CONVERGENT METHOD FOR NONLINEAR-PROGRAMMING
复制标题
DOI：
10.1007/bf00932858
复制
发表时间：
1977-01-01
影响因子：
1.9
通讯作者：
HAN, SP
中科院分区：
文献类型：
--
作者：
HAN, SP
最近开发的非线性规划牛顿和拟牛顿方法仅具有局部收敛特性。采用无约束优化中阻尼牛顿法的概念，我们提出了一种步长过程来保持精确罚函数的单调递减。这样做，该方法的收敛性是全局化的。
Recently developed Newton and quasi-Newton methods for nonlinear programming possess only local convergence properties. Adopting the concept of the damped Newton method in unconstrained optimization, we propose a stepsize procedure to maintain the monotone decrease of an exact penalty function. In so doing, the convergence of the method is globalized.