关键词: 约束优化, 广义投影变尺度, 全局收敛性, 超线性收敛性

Abstract:

The authors presented a generalized  project metric algorithm with arbitrary initial point for the optimized problem with nonlinear equality and inequality constraints with the aid of the idea of penalty function technique. In order to avoid Maratos effect, a highorder revised direction was generated by an explicit formula and its global convergence and superlinear convergence were obtained under some suitable assumptions. The numerical results show that the method in this paper is effective.

Key words: constrained optimization, generalized , project metric, global convergence, superlinear convergence