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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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