A trust-region and affine scaling algorithm for linearly constrained optimization

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	A trust-region and affine scaling algorithm for linearly constrained optimization
	Chen, ZW ; Zhang, XS
	2002-11-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN	1006-9283
卷号	45 期号:11 页码:1390-1397
摘要	A new trust-region and affine scaling algorithm for linearly constrained optimization is presented in this paper. Under no nondegenerate assumption, we prove that any limit point of the sequence generated by the new algorithm satisfies the first order necessary condition and there exists at least one limit point of the sequence which satisfies the second order necessary condition. Some preliminary numerical experiments are reported.
关键词	linear constraint trust-region affine scaling interior point method
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000179209500004
出版者	SCIENCE CHINA PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17574
专题	应用数学研究所
通讯作者	Zhang, XS
作者单位	1.Suzhou Univ, Dept Math, Suzhou 215006, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Chen, ZW,Zhang, XS. A trust-region and affine scaling algorithm for linearly constrained optimization[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,2002,45(11):1390-1397.
APA	Chen, ZW,&Zhang, XS.(2002).A trust-region and affine scaling algorithm for linearly constrained optimization.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,45(11),1390-1397.
MLA	Chen, ZW,et al."A trust-region and affine scaling algorithm for linearly constrained optimization".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 45.11(2002):1390-1397.