Subspace truncated-Newton algorithm for large-scale bound constrained optimization(大规模界约束优化的子空间截断牛顿法)

给出了大规模界约束优化的一个子空间截断牛顿法.利用截断牛顿法修正非有效约束所对应的变量,用投影梯度法修正有效约束所对应的变量,文中证明了方法的整体收敛性,并对方法进行了数值试验,且与子空间有限内存拟牛顿法进行了数值比较....

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Main Authors: LIANGXi-ming(梁昔明), QIANJi-xin(钱积新)
Format: Article
Language:zho
Published: Zhejiang University Press 2002-09-01
Series:Zhejiang Daxue xuebao. Lixue ban
Subjects:
Online Access:https://doi.org/zjup/1008-9497.2002.29.5.494-499
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author LIANGXi-ming(梁昔明)
QIANJi-xin(钱积新)
author_facet LIANGXi-ming(梁昔明)
QIANJi-xin(钱积新)
author_sort LIANGXi-ming(梁昔明)
collection DOAJ
description 给出了大规模界约束优化的一个子空间截断牛顿法.利用截断牛顿法修正非有效约束所对应的变量,用投影梯度法修正有效约束所对应的变量,文中证明了方法的整体收敛性,并对方法进行了数值试验,且与子空间有限内存拟牛顿法进行了数值比较.
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spelling doaj.art-0c1510a648634946bb1be33c20a6da9e2024-03-29T01:58:18ZzhoZhejiang University PressZhejiang Daxue xuebao. Lixue ban1008-94972002-09-01295494499zjup/1008-9497.2002.29.5.494-499Subspace truncated-Newton algorithm for large-scale bound constrained optimization(大规模界约束优化的子空间截断牛顿法)LIANGXi-ming(梁昔明)0QIANJi-xin(钱积新)1 1.College of Information Science & Engineering, Central South University, Changsha 410083, China( 1.中南大学信息科学与工程学院,湖南 长沙 410083) 2.Institute of Systems Engineering, Zhejiang University, Hangzhou 310027, China( 2.浙江大学系统工程研究所,浙江 杭州 310027)给出了大规模界约束优化的一个子空间截断牛顿法.利用截断牛顿法修正非有效约束所对应的变量,用投影梯度法修正有效约束所对应的变量,文中证明了方法的整体收敛性,并对方法进行了数值试验,且与子空间有限内存拟牛顿法进行了数值比较.https://doi.org/zjup/1008-9497.2002.29.5.494-499大规模界约束优化子空间截断牛顿法整体收敛性数值试验
spellingShingle LIANGXi-ming(梁昔明)
QIANJi-xin(钱积新)
Subspace truncated-Newton algorithm for large-scale bound constrained optimization(大规模界约束优化的子空间截断牛顿法)
Zhejiang Daxue xuebao. Lixue ban
大规模界约束优化
子空间截断牛顿法
整体收敛性
数值试验
title Subspace truncated-Newton algorithm for large-scale bound constrained optimization(大规模界约束优化的子空间截断牛顿法)
title_full Subspace truncated-Newton algorithm for large-scale bound constrained optimization(大规模界约束优化的子空间截断牛顿法)
title_fullStr Subspace truncated-Newton algorithm for large-scale bound constrained optimization(大规模界约束优化的子空间截断牛顿法)
title_full_unstemmed Subspace truncated-Newton algorithm for large-scale bound constrained optimization(大规模界约束优化的子空间截断牛顿法)
title_short Subspace truncated-Newton algorithm for large-scale bound constrained optimization(大规模界约束优化的子空间截断牛顿法)
title_sort subspace truncated newton algorithm for large scale bound constrained optimization 大规模界约束优化的子空间截断牛顿法
topic 大规模界约束优化
子空间截断牛顿法
整体收敛性
数值试验
url https://doi.org/zjup/1008-9497.2002.29.5.494-499
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