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A trust region algorithm for optimization with nonlinear equality and linear inequality constraints
Chen, ZW; Han, JY
1996-08-01
Source PublicationSCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN1006-9283
Volume39Issue:8Pages:799-806
AbstractA 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.
Keywordtrust regions global convergence nonlinear equality constraints linear inequality constraints
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:A1996WA87100002
PublisherSCIENCE CHINA PRESS
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/28851
Collection中国科学院数学与系统科学研究院
AffiliationCHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA
Recommended Citation
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.
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