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
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