Linear systems associated with numerical methods for constrained opitmization

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	Linear systems associated with numerical methods for constrained opitmization
	Yuan, Y
	2003
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	21 期号:1 页码:71-84
摘要	Linear systems associated with numerical methods for constrained optimization are discussed in this paper. It is shown that the corresponding subproblems arise in most well-known methods, no matter line search methods or trust region methods for constrained optimization can be expressed as similar systems of linear equations. All these linear systems can be viewed as some kinds of approximation to the linear system derived by the Lagrange-Newton method. Some properties of these linear systems are analyzed.
关键词	constrained optimization linear equations Lagrange-Newton method trust region line search
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000181446900009
出版者	VSP 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/18777
专题	中国科学院数学与系统科学研究院
作者单位	Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Yuan, Y. Linear systems associated with numerical methods for constrained opitmization[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2003,21(1):71-84.
APA	Yuan, Y.(2003).Linear systems associated with numerical methods for constrained opitmization.JOURNAL OF COMPUTATIONAL MATHEMATICS,21(1),71-84.
MLA	Yuan, Y."Linear systems associated with numerical methods for constrained opitmization".JOURNAL OF COMPUTATIONAL MATHEMATICS 21.1(2003):71-84.