CSpace  > 计算数学与科学工程计算研究所
A robust trust region algorithm for solving general nonlinear programming
Liu, XW; Yuan, YX
2001-05-01
Source PublicationJOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN0254-9409
Volume19Issue:3Pages:309-322
AbstractThe 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.
Keywordtrust region algorithm nonlinear programming
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000169371600009
PublisherVSP BV
Citation statistics
Cited Times:4[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/16524
Collection计算数学与科学工程计算研究所
Affiliation1.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
Recommended Citation
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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Liu, XW]'s Articles
[Yuan, YX]'s Articles
Baidu academic
Similar articles in Baidu academic
[Liu, XW]'s Articles
[Yuan, YX]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Liu, XW]'s Articles
[Yuan, YX]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.