学术
摘 要:
2000年QiH．和QiL．提出了利用非线性互补函数求解光滑不等式约束下的光滑目标函数的QP-free方法，该方法能在没有严格互补性假设的情况下证明全局收敛性，但在超线性收敛的证明中仍完全依赖这一假设。本文改进了这一结果，在对原假设进行分析的基础上，给出了比严格互补性假设更弱的条件，证明在这一新假设下仍然可以得到超线性收敛性。[著者文摘]
文章出处:
《上海第二工业大学学报》-2007年24卷3期 -215-224页
分 类 号:
文献标识码:
A
文章编号:
1001-4543（2007）03-0215-10
A QP-Free Algorithm with Weaker Strict Complememtarity Condition
YU Hao-dong, PU Ding-guo, GUI Sheng-hua（ 1. Department of Mathematics, Tongji University, Shanghai 200092, P.R.China; 2. School of Science, Shanghai Second Polytechnic University,Shanghai 201029, P.R.China.）
Abstract:
In 2000,a new QP-free method was proposed by Qi H. and Qi L. for the minimization of a smooth function subject to smooth inequality constraints, Their method establishes the global convergence without the assumption of the strict complememtarity condition. However, in the proof of the supeflinear convergence, their method still completely relies on this condition, With the analysis of the strict complememtarity condition, some weaker assumption, and illustrate that under the new condition are given, the supeflinear convergence can still be proved.[著者文摘]
Key words:
QP-free method; strict complementarity condition~ superlinear convergence.
基金资助:
国家自然科学基金资助项目（No.10571137）;上海市教委科研基金项目（No.05RZ12）
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