CSpace  > 计算数学与科学工程计算研究所
 anaugmentedlagrangiantrustregionmethodwithabiobjectstrategy Kou Caixia1; Chen Zhongwen2; Dai Yuhong3; Han Haifei4 2018 Source Publication journalofcomputationalmathematics ISSN 0254-9409 Volume 36Issue:3Pages:331 Abstract An augmented Lagrangian trust region method with a bi-object strategy is proposed for solving nonlinear equality constrained optimization, which falls in between penalty-type methods and penalty-free ones. At each iteration, a trial step is computed by minimizing a quadratic approximation model to the augmented Lagrangian function within a trust region. The model is a standard trust region subproblem for unconstrained optimization and hence can efficiently be solved by many existing methods. To choose the penalty parameter, an auxiliary trust region subproblem is introduced related to the constraint violation. It turns out that the penalty parameter need not be monotonically increasing and will not tend to infinity. A bi-object strategy, which is related to the objective function and the measure of constraint violation, is utilized to decide whether the trial step will be accepted or not. Global convergence of the method is established under mild assumptions. Numerical experiments are made, which illustrate the efficiency of the algorithm on various difficult situations. Language 英语 Funding Project [Chinese NSF] ; [National 973 Program of China] Document Type 期刊论文 Identifier http://ir.amss.ac.cn/handle/2S8OKBNM/42322 Collection 计算数学与科学工程计算研究所 Affiliation 1.北京邮电大学2.School of Mathematical Sciences,Soochow University3.中国科学院数学与系统科学研究院4.苏州大学 Recommended CitationGB/T 7714 Kou Caixia,Chen Zhongwen,Dai Yuhong,et al. anaugmentedlagrangiantrustregionmethodwithabiobjectstrategy[J]. journalofcomputationalmathematics,2018,36(3):331. APA Kou Caixia,Chen Zhongwen,Dai Yuhong,&Han Haifei.(2018).anaugmentedlagrangiantrustregionmethodwithabiobjectstrategy.journalofcomputationalmathematics,36(3),331. MLA Kou Caixia,et al."anaugmentedlagrangiantrustregionmethodwithabiobjectstrategy".journalofcomputationalmathematics 36.3(2018):331.
 Files in This Item: There are no files associated with this item.
 Related Services Recommend this item Bookmark Usage statistics Export to Endnote Google Scholar Similar articles in Google Scholar [Kou Caixia]'s Articles [Chen Zhongwen]'s Articles [Dai Yuhong]'s Articles Baidu academic Similar articles in Baidu academic [Kou Caixia]'s Articles [Chen Zhongwen]'s Articles [Dai Yuhong]'s Articles Bing Scholar Similar articles in Bing Scholar [Kou Caixia]'s Articles [Chen Zhongwen]'s Articles [Dai Yuhong]'s Articles Terms of Use No data! Social Bookmark/Share