A conic trust-region method for nonlinearly constrained optimization
文献类型：期刊论文
| 作者 | Sun, WY; Yuan, YX
|
| 刊名 | ANNALS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2001 |
| 卷号 | 103页码:175-191 |
| 关键词 | trust-region method conic model constrained optimization nonlinear programming |
| ISSN号 | 0254-5330 |
| 英文摘要 | Trust-region methods are powerful optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. Can we combine their advantages to form a more powerful method for constrained optimization? In this paper we give a positive answer and present a conic trust-region algorithm for non-linearly constrained optimization problems. The trust-region subproblem of our method is to minimize a conic function subject to the linearized constraints and the trust region bound. The use of conic functions allows the model to interpolate function values and gradient values of the Lagrange function at both the current point and previous iterate point. Since conic functions are the extension of quadratic functions, they approximate general nonlinear functions better than quadratic functions. At the same time, the new algorithm possesses robust global properties. In this paper we establish! the global convergence of the new algorithm under standard conditions. |
| WOS研究方向 | Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000173045500011 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16538]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Sun, WY |
| 作者单位 | 1.Nanjing Normal Univ, Sch Math & Comp Sci, Nanjing 210097, Peoples R China 2.Nanjing Normal Univ, Sch Math & Comp Sci, Nanjing 210097, Peoples R China 3.Pontificia Univ Catolica Parana, Postgrad Program Comp Sci, BR-80215901 Curitiba, Parana, Brazil 4.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, LSEC, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Sun, WY,Yuan, YX. A conic trust-region method for nonlinearly constrained optimization[J]. ANNALS OF OPERATIONS RESEARCH,2001,103:175-191. |
| APA | Sun, WY,&Yuan, YX.(2001).A conic trust-region method for nonlinearly constrained optimization.ANNALS OF OPERATIONS RESEARCH,103,175-191. |
| MLA | Sun, WY,et al."A conic trust-region method for nonlinearly constrained optimization".ANNALS OF OPERATIONS RESEARCH 103(2001):175-191. |
入库方式： OAI收割
来源：数学与系统科学研究院
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