Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Journal of Tongji University(Natural Science)》 2007-04
Add to Favorite Get Latest Update

A Lagrange-Quasi Newton Method for Constraint Optimization

GUI Shenghua1,2,ZHOU Yan1,3(1.Department of Mathematics,Tongji University,Shanghai 200092,China;2.School of Science,Shanghai Second Polytechnic University,Shanghai 201029,China;3.Department of Management Science and Engineering,Qingdao University,Qingdao 266071,China)  
Panier E R and QI Liqun proposed the QPfree method for the minimization of a smooth function subject to smooth inequality constraints,which ensured the feasibility of all iterates.Based on a former proposal of a Lagrange-Newton method with slack NCP function for constraint optimization,this paper presents a new Lagrange-Quasi-Newton method with the slack NCP function for inequality constraint optimization.QuasiNewton method is used instead of Hessian matrix in the new method.The method is globally convergent.Some preliminary numerical results indicate that this new method is quite promising.
【Fund】: 国家自然科学基金资助项目(10571137);; 上海市教委科研基金资助项目(05RZ12)
【CateGory Index】: O221.2
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved