数学季刊 ›› 1998, Vol. 13 ›› Issue (1): 8-13.

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Nonlinear Programming Algorithm and Its Convergence Rate Analysis

  

  1.  Central South University of Technology,Changsha,410003

  • 收稿日期:1995-11-14 出版日期:1998-03-30 发布日期:2024-11-05

Nonlinear Programming Algorithm and Its Convergence Rate Analysis

  1. Central South University of Technology,Changsha,410
  • Received:1995-11-14 Online:1998-03-30 Published:2024-11-05

摘要: In this paper,we improve the algorithm proposed by T.F.Colemen and A.R.Conn in paper [1]. It is shown that the improved algorithm is possessed of global convergence and under some conditions it can obtain locally supperlinear convergence which is not possessed by the original algorithm. 专辑: 基础科学 专题: 数学 分类号: O221

关键词: nonlinear programming, exact penalty function, algorithm

Abstract: In this paper,we improve the algorithm proposed by T.F.Colemen and A.R.Conn in paper [1]. It is shown that the improved algorithm is possessed of global convergence and under some conditions it can obtain locally supperlinear convergence which is not possessed by the original algorithm. 

Key words: nonlinear programming, exact penalty function, algorithm

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