A robust trust region algorithm for solving general nonlinear programming
文献类型：期刊论文
| 作者 | Liu, XW; Yuan, YX |
| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 2001-05-01 |
| 卷号 | 19期号:3页码:309-322 |
| 关键词 | trust region algorithm nonlinear programming |
| ISSN号 | 0254-9409 |
| 英文摘要 | The trust region approach has been extended to solving nonlinear constrained optimization. Most of these extensions consider only equality constraints and require strong global regularity assumptions. In this paper, a trust region algorithm for solving general nonlinear programming is presented, which solves an unconstrained piecewise quadratic trust region subproblem and a quadratic programming trust region subproblem at each iteration. A new technique for updating the penalty parameter is introduced. Under very mild conditions, the global convergence results are proved. Some local convergence results are also proved. Preliminary numerical results are also reported. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000169371600009 |
| 出版者 | VSP BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16523]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China 2.Hebei Univ Technol, Fac Sci & Arts, Tianjin 300130, Peoples R China |
| 推荐引用方式 GB/T 7714 | Liu, XW,Yuan, YX. A robust trust region algorithm for solving general nonlinear programming[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2001,19(3):309-322. |
| APA | Liu, XW,&Yuan, YX.(2001).A robust trust region algorithm for solving general nonlinear programming.JOURNAL OF COMPUTATIONAL MATHEMATICS,19(3),309-322. |
| MLA | Liu, XW,et al."A robust trust region algorithm for solving general nonlinear programming".JOURNAL OF COMPUTATIONAL MATHEMATICS 19.3(2001):309-322. |
入库方式： OAI收割
来源：数学与系统科学研究院
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