A trust region algorithm for optimization with nonlinear equality and linear inequality constraints
文献类型:期刊论文
作者 | Chen, ZW; Han, JY |
刊名 | SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
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出版日期 | 1996-08-01 |
卷号 | 39期号:8页码:799-806 |
关键词 | trust regions global convergence nonlinear equality constraints linear inequality constraints |
ISSN号 | 1006-9283 |
英文摘要 | A new algorithm of trust region type is presented to minimize a differentiable function of many variables with nonlinear equality and linear inequality constraints. Under the milder conditions, the global convergence of the main algorithm is proved. Moreover, since any nonlinear inequality constraint can be converted into an equation by introducing a slack variable, the trust region method on be used in solving general nonlinear programming problems. |
WOS研究方向 | Mathematics |
语种 | 英语 |
WOS记录号 | WOS:A1996WA87100002 |
出版者 | SCIENCE CHINA PRESS |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/28850] ![]() |
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 | CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA |
推荐引用方式 GB/T 7714 | Chen, ZW,Han, JY. A trust region algorithm for optimization with nonlinear equality and linear inequality constraints[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,1996,39(8):799-806. |
APA | Chen, ZW,&Han, JY.(1996).A trust region algorithm for optimization with nonlinear equality and linear inequality constraints.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,39(8),799-806. |
MLA | Chen, ZW,et al."A trust region algorithm for optimization with nonlinear equality and linear inequality constraints".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 39.8(1996):799-806. |
入库方式: OAI收割
来源:数学与系统科学研究院
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