Global convergence of a trust region algorithm for nonlinear inequality constrained optimization problems

doi:10.1081/NFA-200042169

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	Global convergence of a trust region algorithm for nonlinear inequality constrained optimization problems
	Yin, HX ; Han, JY ; Chen, ZW
	2004
发表期刊	NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION
ISSN	0163-0563
卷号	25 期号:5-6 页码:571-592
摘要	In the paper, a new trust region algorithm is given for nonlinear inequality constrained optimization problems. Motivated by a dual problem introduced by Han and Mangasarian [Han, S. P., Mangasarian, O. L. (1983). A dual differentiable exact penalty function. Math. Programming 25:293-3061, which is a nonnegatively constrained maximization problem, we construct a trust region algorithm for solving the dual problem. At each iteration, we only need to minimize a quadratic subproblem with simple bound constraints. Under the condition that the iterate sequence generated by the algorithm is contained in some bounded closed set, any accumulation point of the sequence is a Karush-Kuhn-Tucker point of the original problem.
关键词	nonlinear optimization trust region method inequality constraints global convergence
DOI	10.1081/NFA-200042169
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000226041500012
出版者	MARCEL DEKKER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/930
专题	中国科学院数学与系统科学研究院
通讯作者	Yin, HX
作者单位	1.Chinese Acad Sci, Grad Sch, Dept Math, Beijing 100039, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing, Peoples R China 3.Suzhou Univ, Dept Math, Suzhou 215006, Jiangsu, Peoples R China
推荐引用方式 GB/T 7714	Yin, HX,Han, JY,Chen, ZW. Global convergence of a trust region algorithm for nonlinear inequality constrained optimization problems[J]. NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION,2004,25(5-6):571-592.
APA	Yin, HX,Han, JY,&Chen, ZW.(2004).Global convergence of a trust region algorithm for nonlinear inequality constrained optimization problems.NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION,25(5-6),571-592.
MLA	Yin, HX,et al."Global convergence of a trust region algorithm for nonlinear inequality constrained optimization problems".NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION 25.5-6(2004):571-592.