A robust trust region method for nonlinear optimization with inequality constraint
文献类型：期刊论文
| 作者 | Zhang, JL |
| 刊名 | Applied mathematics and computation
 |
| 出版日期 | 2006-05-15 |
| 卷号 | 176期号:2页码:688-699 |
| 关键词 | Nonlinear optimization Trust region method Global convergence Regularity assumption |
| ISSN号 | 0096-3003 |
| DOI | 10.1016/j.amc.2005.10.015 |
| 通讯作者 | Zhang, jl(jlzhang@gscas.ac.cn) |
| 英文摘要 | A new trust region algorithm for inequality constrained optimization is presented, which solves two linear programming subproblems and a serious of quadratic subproblems at each successful iteration to obtain a acceptable trial step. the algorithm can circumvent the difficulties associated with the possible inconsistency of trust region subproblem. moreover, the algorithm can converge to a point which satisfies a certain first-order necessary condition even when the original problems itself is infeasible. some global convergence properties are proved without regularity assumption and local superlinear convergence of the algorithm is obtained under standard conditions. preliminary numerical results are reported on some classic problems. (c) 2005 elsevier inc. all rights reserved. |
| WOS关键词 | GLOBAL CONVERGENCE THEORY ; ALGORITHMS ; EQUALITY |
| WOS研究方向 | Mathematics |
| WOS类目 | Mathematics, Applied |
| 语种 | 英语 |
| WOS记录号 | WOS:000238658100029 |
| 出版者 | ELSEVIER SCIENCE INC |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2379224 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Zhang, JL |
| 作者单位 | Grad Univ, Chinese Acad Sci, Res Ctr Data Technol & Knowledge Econ, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, JL. A robust trust region method for nonlinear optimization with inequality constraint[J]. Applied mathematics and computation,2006,176(2):688-699. |
| APA | Zhang, JL.(2006).A robust trust region method for nonlinear optimization with inequality constraint.Applied mathematics and computation,176(2),688-699. |
| MLA | Zhang, JL."A robust trust region method for nonlinear optimization with inequality constraint".Applied mathematics and computation 176.2(2006):688-699. |
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来源：中国科学院大学
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