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计算数学 2009
AN AFFINE SCALING CONJUGATE GRADIENT PATH METHOD FOR NONLINEAR OPTIMIZATION SUBJECT TO BOUNDS
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Abstract:
In this paper,we propose a new approach of affine scaling interior discrete conjugate gradient path for solving bound constrained nonlinear optimization.We get the iterative direction by solving quadratic model via constructing preconditioned conjugate gradient path.By combining interior backtracking line search,we obtain the next iteration.Global convergence and local superlinear convergence rate of the proposed algorithm are established on some reasonable conditions.Finally,we present some numerical resul...