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A trust-region and affine scaling algorithm for linearly constrained optimization
Chen, ZW; Zhang, XS
2002-11-01
Source PublicationSCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN1006-9283
Volume45Issue:11Pages:1390-1397
AbstractA 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.
Keywordlinear constraint trust-region affine scaling interior point method
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000179209500004
PublisherSCIENCE CHINA PRESS
Citation statistics
Cited Times:2[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/17574
Collection中国科学院数学与系统科学研究院
Affiliation1.Suzhou Univ, Dept Math, Suzhou 215006, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
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.
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