A trust-region algorithm for equality-constrained optimization via a reduced dimension approach
文献类型：期刊论文
| 作者 | Dong, JC; Shi, JM; Wang, SY; Xue, Y; Liu, SQ |
| 刊名 | JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
 |
| 出版日期 | 2003-03-01 |
| 卷号 | 152期号:1-2页码:99-118 |
| 关键词 | optimization trial step global convergence trust-region method exact penalty function |
| ISSN号 | 0377-0427 |
| 英文摘要 | A trust-region algorithm is presented for solving optimization problem with equality constraints. The algorithm uses the Byrd-Omojokun scheme to compute the steps, and decompose the trial steps into two components: normal component and tangential component. But it differs from the Byrd-Omojokun algorithm with a reduced dimension approach in computing each tangential component. Global convergence of the proposed algorithm is proved under some mild assumptions. Three numerical examples are given to illustrate the efficiency of the algorithm. (C) 2002 Elsevier Science B.V. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000181415800008 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18667]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Shi, JM |
| 作者单位 | 1.Sci Univ Tokyo, Sch Management, Kuki, Saitama 3468512, Japan 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Beijing Polytech Univ, Dept Appl Math, Beijing 100022, Peoples R China |
| 推荐引用方式 GB/T 7714 | Dong, JC,Shi, JM,Wang, SY,et al. A trust-region algorithm for equality-constrained optimization via a reduced dimension approach[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2003,152(1-2):99-118. |
| APA | Dong, JC,Shi, JM,Wang, SY,Xue, Y,&Liu, SQ.(2003).A trust-region algorithm for equality-constrained optimization via a reduced dimension approach.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,152(1-2),99-118. |
| MLA | Dong, JC,et al."A trust-region algorithm for equality-constrained optimization via a reduced dimension approach".JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 152.1-2(2003):99-118. |
入库方式： OAI收割
来源：数学与系统科学研究院
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