摘要
将信赖域方法用于不等式约束问题,在不要求Hessian阵的近似矩阵正定的情况下,证明了算法的整体收敛性,且在一定条件下,证明了算法是二阶收敛的.最后给出了1个计算实例.
This paper presents a trust region-based method for the general nonlinear programmingproblem. The method works by changing the constrains from inequality to equality,then us-ing the trust region method.It is proved that the method is globally convergent without thecondition that Hessian approximation is positively definite,and that under better conditions,the method is quadratically convergent.