A trust region algorithm for optimization with nonlinear equality and linear inequality constraints

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	A trust region algorithm for optimization with nonlinear equality and linear inequality constraints
	Chen, ZW; Han, JY
	1996-08-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN	1006-9283
卷号	39 期号:8 页码:799-806
摘要	A new algorithm of trust region type is presented to minimize a differentiable function of many variables with nonlinear equality and linear inequality constraints. Under the milder conditions, the global convergence of the main algorithm is proved. Moreover, since any nonlinear inequality constraint can be converted into an equation by introducing a slack variable, the trust region method on be used in solving general nonlinear programming problems.
关键词	trust regions global convergence nonlinear equality constraints linear inequality constraints
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:A1996WA87100002
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/28851
专题	中国科学院数学与系统科学研究院
通讯作者	Chen, ZW
作者单位	CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 GB/T 7714	Chen, ZW,Han, JY. A trust region algorithm for optimization with nonlinear equality and linear inequality constraints[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,1996,39(8):799-806.
APA	Chen, ZW,&Han, JY.(1996).A trust region algorithm for optimization with nonlinear equality and linear inequality constraints.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,39(8),799-806.
MLA	Chen, ZW,et al."A trust region algorithm for optimization with nonlinear equality and linear inequality constraints".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 39.8(1996):799-806.