Grid-based methods for linearly equality constrained optimization problems

被引：0

作者：

Feng Y. ^{[1
,2
]}

Zhang X. ^{[1
]}

Liu L. ^{[1
]}

机构：

[1] Department of Applied Mathematics, Dalian University of Technology, Dalian, Liaoning

[2] Department of Mathematics, Henan Business College, Zhengzhou, Henan

来源：

J. Appl. Math. Comp. | 2007年 / 1-2卷 / 269-279期

关键词：

Convergence analysis; Derivative-free optimization; Grid-based methods; Multidirectional search; Positive basis methods;

D O I：

10.1007/BF02831974

中图分类号：

学科分类号：

摘要：

This paper describes a direct search method for a class of linearly constrained optimization problem. Through research we find it can be treated as an unconstrained optimization problem. And with the decrease of dimension of the variables need to be computed in the algorithms, the implementation of convergence to KKT points will be simplified to some extent. Convergence is shown under mild conditions which allow successive frames to be rotated, translated, and scaled relative to one another. © 2007 Korean Society for Computational & Applied Mathematics and Korean SIGCAM.

引用

页码：269 / 279

页数：10

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[9]

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[10]

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