KMS Of Academy of mathematics and systems sciences, CAS
| A penalty-free method with superlinear convergence for equality constrained optimization | |
| Chen, Zhongwen1; Dai, Yu-Hong2; Liu, Jiangyan1 | |
| 2020-07-01 | |
| Source Publication | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
 |
| ISSN | 0926-6003 |
| Volume | 76Issue:3Pages:801-833 |
| Abstract | In this paper, we propose a new penalty-free method for solving nonlinear equality constrained optimization. This method uses different trust regions to cope with the nonlinearity of the objective function and the constraints instead of using a penalty function or a filter. To avoid Maratos effect, we do not make use of the second order correction or the nonmonotone technique, but utilize the value of the Lagrangian function instead of the objective function in the acceptance criterion of the trial step. The feasibility restoration phase is not necessary, which is often used in filter methods or some other penalty-free methods. Global and superlinear convergence are established for the method under standard assumptions. Preliminary numerical results are reported, which demonstrate the usefulness of the proposed method. |
| Keyword | Equality constrained optimization Trust region method Penalty-free method Global convergence Superlinear convergence |
| DOI | 10.1007/s10589-019-00117-6 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | Chinese NSF Grant[11871362] ; Key Projects of the Chinese NSF Grant[11631013] ; National Funds for Distinguished Young Scientists[11125107] ; National 973 Program of China[2015CB856002] |
| WOS Research Area | Operations Research & Management Science ; Mathematics |
| WOS Subject | Operations Research & Management Science ; Mathematics, Applied |
| WOS ID | WOS:000542384000008 |
| Publisher | SPRINGER |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/51676 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Dai, Yu-Hong |
| Affiliation | 1.Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China |
| Recommended Citation GB/T 7714 | Chen, Zhongwen,Dai, Yu-Hong,Liu, Jiangyan. A penalty-free method with superlinear convergence for equality constrained optimization[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2020,76(3):801-833. |
| APA | Chen, Zhongwen,Dai, Yu-Hong,&Liu, Jiangyan.(2020).A penalty-free method with superlinear convergence for equality constrained optimization.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,76(3),801-833. |
| MLA | Chen, Zhongwen,et al."A penalty-free method with superlinear convergence for equality constrained optimization".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 76.3(2020):801-833. |
| Files in This Item: | There are no files associated with this item. | |||||
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment