ON A SUBPROBLEM OF TRUST REGION ALGORITHMS FOR CONSTRAINED OPTIMIZATION

被引：138

作者：

YUAN, Y

机构：

[1] Department of Applied Mathematics and Theoretical Physics, University of Cambridge

来源：

MATHEMATICAL PROGRAMMING | 1990年 / 47卷 / 01期

关键词：

constrained optimization; quadratic constraints; Subproblem; trust region algorithms;

D O I：

10.1007/BF01580852

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We study a subproblem that arises in some trust region algorithms for equality constrained optimization. It is the minimization of a general quadratic function with two special quadratic constraints. Properties of such subproblems are given. It is proved that the Hessian of the Lagrangian has at most one negative eigenvalue, and an example is presented to show that the Hessian may have a negative eigenvalue when one constraint is inactive at the solution. © 1990 The Mathematical Programming Society, Inc.

引用

页码：53 / 63

页数：11