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Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds
Xu, DC; Han, JY; Chen, ZW
2004-07-01
发表期刊JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN0022-3239
卷号122期号:1页码:185-206
摘要In this paper, we propose a nonmonotone trust-region algorithm for the solution of optimization problems with general nonlinear equality constraints and simple bounds. Under a constant rank assumption on the gradients of the active constraints, we analyze the global convergence of the proposed algorithm.
关键词trust-region methods nonmonotone algorithms global convergence nonlinear equality constraints substationary points
语种英语
WOS研究方向Operations Research & Management Science ; Mathematics
WOS类目Operations Research & Management Science ; Mathematics, Applied
WOS记录号WOS:000223916900008
出版者KLUWER ACADEMIC/PLENUM 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/19302
专题中国科学院数学与系统科学研究院
通讯作者Xu, DC
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing, Peoples R China
2.Suzhou Univ, Dept Math, Suzhou 215006, Peoples R China
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Xu, DC,Han, JY,Chen, ZW. Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2004,122(1):185-206.
APA Xu, DC,Han, JY,&Chen, ZW.(2004).Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,122(1),185-206.
MLA Xu, DC,et al."Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 122.1(2004):185-206.
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