Monotone variable-metric algorithm for linearly constrained nonlinear programming

作     者：Pacelli, G Recchioni, MC 

作者机构：Univ Ancona Inst Math & Stat Ancona Italy 

出 版 物：《JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS》 (优选法理论与应用杂志)

年 卷 期：2000年第104卷第2期

页      面：255-279页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：Italian Government, Ministero per l’Università e la Ricerca Scientifica University of Ancona 

主　　题：nonlinear programming path-following methods differential equations projective algorithms 

摘      要：A new method for linearly constrained nonlinear programming is proposed. This method follows affine scaling paths defined by systems of ordinary differential equations and it is fully parallelizable. The convergence of the method is proved for a nondegenerate problem with pseudoconvex objective function. In practice, the algorithm works also under more general assumptions on the objective function. Numerical results obtained with this computational method on several test problems are shown.