A conic trust-region method for nonlinearly constrained optimization

	A conic trust-region method for nonlinearly constrained optimization
	Sun, WY ; Yuan, YX
	2001
发表期刊	ANNALS OF OPERATIONS RESEARCH
ISSN	0254-5330
卷号	103 页码:175-191
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.
关键词	trust-region method conic model constrained optimization nonlinear programming
语种	英语
WOS研究方向	Operations Research & Management Science
WOS类目	Operations Research & Management Science
WOS记录号	WOS:000173045500011
出版者	KLUWER ACADEMIC PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/16539
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.