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Global convergence of a trust region algorithm for nonlinear inequality constrained optimization problems

文献类型：期刊论文

作者Yin, HX; Han, JY; Chen, ZW
刊名NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION
出版日期2004
卷号25期号:5-6页码:571-592
关键词nonlinear optimization trust region method inequality constraints global convergence
ISSN号0163-0563
DOI10.1081/NFA-200042169
英文摘要In the paper, a new trust region algorithm is given for nonlinear inequality constrained optimization problems. Motivated by a dual problem introduced by Han and Mangasarian [Han, S. P., Mangasarian, O. L. (1983). A dual differentiable exact penalty function. Math. Programming 25:293-3061, which is a nonnegatively constrained maximization problem, we construct a trust region algorithm for solving the dual problem. At each iteration, we only need to minimize a quadratic subproblem with simple bound constraints. Under the condition that the iterate sequence generated by the algorithm is contained in some bounded closed set, any accumulation point of the sequence is a Karush-Kuhn-Tucker point of the original problem.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000226041500012
出版者MARCEL DEKKER INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/929]  
专题中国科学院数学与系统科学研究院
通讯作者Yin, HX
作者单位1.Chinese Acad Sci, Grad Sch, Dept Math, Beijing 100039, Peoples R China
2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing, Peoples R China
3.Suzhou Univ, Dept Math, Suzhou 215006, Jiangsu, Peoples R China
推荐引用方式
GB/T 7714		 Yin, HX,Han, JY,Chen, ZW. Global convergence of a trust region algorithm for nonlinear inequality constrained optimization problems[J]. NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION,2004,25(5-6):571-592.
APA Yin, HX,Han, JY,&Chen, ZW.(2004).Global convergence of a trust region algorithm for nonlinear inequality constrained optimization problems.NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION,25(5-6),571-592.
MLA Yin, HX,et al."Global convergence of a trust region algorithm for nonlinear inequality constrained optimization problems".NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION 25.5-6(2004):571-592.

入库方式： OAI收割

来源：数学与系统科学研究院

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