Abstract:

The present Parallel Variable Transformation(PVT) algorithm is not suitable for large scale optimization problem with bounded constraints. This paper proposes a parallel feasible algorithm for bounded constrained optimization problem by the interiorpoint and the gradual reduction. Yet, the convergence of the algorithm is obtained under the conditions that the reduction direction is gradient dependent and the search step satisfies Goldstein criteria. When the constraints losing effectiveness, it degenerates into the unconstrained PVT algorithm. It is an extension of unconstrained PVT algorithm.

Key words: Parallel Variable Transformation(PVT), bounded constraints, parallel algorithm, optimization problem

摘要：

针对大规模边界约束优化问题，现有并行变量转换(PVT)算法不适于直接求解。基于此，采用内点法和逐步下降的思想，提出一个并行求解边界约束最优化问题的可行算法。在下降方向满足梯度相关、步长满足Goldstein规则的条件下，证明该算法的收敛性。当约束失效时，该算法退化为求解无约束的PVT算法，从而成为原有算法向约束优化问题的一个推广。

关键词: 并行变量转换, 边界约束, 并行算法, 优化问题

CLC Number: 

• TP301.6