中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
A nonmonotone trust region method for nonlinear programming with simple bound constraints

文献类型:期刊论文

作者Chen, ZW; Han, JY; Xu, DC
刊名APPLIED MATHEMATICS AND OPTIMIZATION
出版日期2001
卷号43期号:1页码:63-85
关键词global convergence nonmonotone trust region algorithm nonlinear programming strict complementarity slackness condition
ISSN号0095-4616
英文摘要In this paper we propose a nonmonotone trust region algorithm for optimization with simple bound constraints. Under mild conditions, we prove the global convergence of the algorithm. For the monotone case it is also proved that the correct active set can be identified in a finite number of iterations if the strict complementarity slackness condition holds, and so the proposed algorithm reduces finally to an unconstrained minimization method in a finite number of iterations, allowing a fast asymptotic rate of convergence. Numerical experiments show that the method is efficient.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000166125000004
出版者SPRINGER-VERLAG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/16634]  
专题中国科学院数学与系统科学研究院
通讯作者Chen, ZW
作者单位1.Suzhou Univ, Dept Math, Suzhou 215006, Jingsu Province, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714
Chen, ZW,Han, JY,Xu, DC. A nonmonotone trust region method for nonlinear programming with simple bound constraints[J]. APPLIED MATHEMATICS AND OPTIMIZATION,2001,43(1):63-85.
APA Chen, ZW,Han, JY,&Xu, DC.(2001).A nonmonotone trust region method for nonlinear programming with simple bound constraints.APPLIED MATHEMATICS AND OPTIMIZATION,43(1),63-85.
MLA Chen, ZW,et al."A nonmonotone trust region method for nonlinear programming with simple bound constraints".APPLIED MATHEMATICS AND OPTIMIZATION 43.1(2001):63-85.

入库方式: OAI收割

来源:数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。