Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization

被引：10

作者：

ElAlem, MM

机构：

[1] Department of Mathematics, Faculty of Science, Alexandria University, Alexandria

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1995年 / 87卷 / 03期

关键词：

Byrd-Omojokun step choice; constrained optimization; equality constrained problems; global convergence; trust-region methods;

D O I：

10.1007/BF02192134

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A trust-region algorithm for solving the equality constrained optimization problem is presented. This algorithm uses the Byrd and Omojokun way of computing the trial steps, but it differs from the Byrd and Omojokun algorithm in the way steps are evaluated. A global convergence theory for this new algorithm is presented. The main feature of this theory is that the linear independence assumption on the gradients of the constraints is not assumed.

引用

页码：563 / 577

页数：15

共 24 条

[1]

ALEXANDROV A, 1994, 9424 RIC U DEP COMP

[2]

ALEXANDROV N, 1993, THESIS RICE U HOUSTO

[3]

BARTHLOMEWBIGGS MC, 1981, NONLINEAR OPTIMIZATI, P213

[4]

Byrd, 1987, SIAM C OPTIMIZATION