不精确牛顿法.pdfVIP

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不精确牛顿法.pdf

Math. Program., Ser. A DOI 10.1007/s10107-008-0248-3 FULL LENGTH PAPER An inexact Newton method for nonconvex equality constrained optimization Richard H. Byrd · Frank E. Curtis · Jorge Nocedal Received: 15 August 2007 / Accepted: 26 August 2008 © Springer-Verlag 2008 Abstract We present a matrix-free line search algorithm for large-scale equality constrained optimization that allows for inexact step computations. For strictly con- vex problems, the method reduces to the inexact sequential quadratic programming approach proposed by Byrd et al. [SIAM J. Optim. 19(

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