摘要
通过将非线性LC1约束优化问题的KKT条件转化成半光滑方程组,提出一个求解LC1约束优化问题的非精确广义牛顿法,在一定的条件下证明了算法的全局收敛性和超线性收敛性.
In this paper, we reformulate the problem for finding KKT points of a nonlinear LC^(1 )constrained optimization problem to a system of semismooth equations. The local behavior of inexact generalized Newton's method for solving the semismooth equations is considered. Under some conditions we get global and superlinear convergent.
出处
《江南大学学报（自然科学版）》
CAS
2004年第5期535-540,共6页
Joural of Jiangnan University (Natural Science Edition)
基金
江南大学"211"工程基金项目(0002678)资助课题.
关键词
LC^1约束优化问题
半光滑方程
非精确广义牛顿法
全局收敛
超线性收敛
LC^1 constrained optimization problem
semismooth equations
inexact generalized Newton's method
globally convergent
superlinear convergent
