A trust-region algorithm for equality-constrained optimization via a reduced dimension approach

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	A trust-region algorithm for equality-constrained optimization via a reduced dimension approach
	Dong, JC ; Shi, JM ; Wang, SY ; Xue, Y ; Liu, SQ
	2003-03-01
发表期刊	JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
ISSN	0377-0427
卷号	152 期号:1-2 页码:99-118
摘要	A trust-region algorithm is presented for solving optimization problem with equality constraints. The algorithm uses the Byrd-Omojokun scheme to compute the steps, and decompose the trial steps into two components: normal component and tangential component. But it differs from the Byrd-Omojokun algorithm with a reduced dimension approach in computing each tangential component. Global convergence of the proposed algorithm is proved under some mild assumptions. Three numerical examples are given to illustrate the efficiency of the algorithm. (C) 2002 Elsevier Science B.V. All rights reserved.
关键词	optimization trial step global convergence trust-region method exact penalty function
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000181415800008
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18668
专题	中国科学院数学与系统科学研究院
通讯作者	Shi, JM
作者单位	1.Sci Univ Tokyo, Sch Management, Kuki, Saitama 3468512, Japan 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Beijing Polytech Univ, Dept Appl Math, Beijing 100022, Peoples R China
推荐引用方式 GB/T 7714	Dong, JC,Shi, JM,Wang, SY,et al. A trust-region algorithm for equality-constrained optimization via a reduced dimension approach[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2003,152(1-2):99-118.
APA	Dong, JC,Shi, JM,Wang, SY,Xue, Y,&Liu, SQ.(2003).A trust-region algorithm for equality-constrained optimization via a reduced dimension approach.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,152(1-2),99-118.
MLA	Dong, JC,et al."A trust-region algorithm for equality-constrained optimization via a reduced dimension approach".JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 152.1-2(2003):99-118.