摘要
构造了一个具有二次光滑性的NCP函数,通过它将变分不等式问题转化为无约束优化问题,用一种改进的拟牛顿算法对其进行求解,有效地弥补了以往的拟牛顿算法要求目标函数具有凸性或一致凸性的缺陷,在更弱的条件下讨论了算法的收敛性质。
A new equivalent reformulation of unconstrained optimization problem to the KKT condi-tions was proposed.Then a modified quasi-Newton method for solving the unconstrained optimization problem was proposed based on it.A remarkable feature of our method is that it possesses a global con-vergence even without convexity assumption on the objective function.it only relies on the assumption that the objective function has Lipschize continuous gradient.
出处
《集宁师专学报》
2007年第4期9-15,共7页
Journal of Jining Teachers College
