A penalty-free method with superlinear convergence for equality constrained optimization
文献类型：期刊论文
| 作者 | Chen, Zhongwen2; Dai, Yu-Hong1; Liu, Jiangyan2 |
| 刊名 | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
 |
| 出版日期 | 2020-07-01 |
| 卷号 | 76期号:3页码:801-833 |
| ISSN号 | 0926-6003 |
| 关键词 | Equality constrained optimization Trust region method Penalty-free method Global convergence Superlinear convergence |
| DOI | 10.1007/s10589-019-00117-6 |
| 英文摘要 | In this paper, we propose a new penalty-free method for solving nonlinear equality constrained optimization. This method uses different trust regions to cope with the nonlinearity of the objective function and the constraints instead of using a penalty function or a filter. To avoid Maratos effect, we do not make use of the second order correction or the nonmonotone technique, but utilize the value of the Lagrangian function instead of the objective function in the acceptance criterion of the trial step. The feasibility restoration phase is not necessary, which is often used in filter methods or some other penalty-free methods. Global and superlinear convergence are established for the method under standard assumptions. Preliminary numerical results are reported, which demonstrate the usefulness of the proposed method. |
| 资助项目 | Chinese NSF Grant[11871362] ; Key Projects of the Chinese NSF Grant[11631013] ; National Funds for Distinguished Young Scientists[11125107] ; National 973 Program of China[2015CB856002] |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| 出版者 | SPRINGER |
| WOS记录号 | WOS:000542384000008 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/51675]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Dai, Yu-Hong |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China 2.Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Zhongwen,Dai, Yu-Hong,Liu, Jiangyan. A penalty-free method with superlinear convergence for equality constrained optimization[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2020,76(3):801-833. |
| APA | Chen, Zhongwen,Dai, Yu-Hong,&Liu, Jiangyan.(2020).A penalty-free method with superlinear convergence for equality constrained optimization.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,76(3),801-833. |
| MLA | Chen, Zhongwen,et al."A penalty-free method with superlinear convergence for equality constrained optimization".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 76.3(2020):801-833. |
入库方式： OAI收割
来源：数学与系统科学研究院
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