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GLOBAL CONVERGENCE OF NONMONOTONIC TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION 被引量：1

GLOBAL CONVERGENCE OF NONMONOTONIC TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION
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摘要 A trust region algorithm for equality constrained optimization is given in this paper.The algorithm does not enforce strict monotonicity of the merit function for every iteration.Global convergence of the algorithm is proved under the same conditions of usual trust region method. A trust region algorithm for equality constrained optimization is given in this paper.The algorithm does not enforce strict monotonicity of the merit function for every iteration.Global convergence of the algorithm is proved under the same conditions of usual trust region method.
作者 Tong Xiaojiao 1,2 \ Zhou Shuzi 1 1 Dept. of Appl.Math.,Hunan Univ.,Changsha 41 0 0 82 .2 Dept.of Math.,Changsha Univ.of Electric Power,Changsha41 0 0 77
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2000年第2期201-210,共10页 高校应用数学学报（英文版）（B辑）
基金 Supported by NSFC!(19771034)
关键词 Nonmonotone algorithm equality constrains trust region method global convergence. Nonmonotone algorithm,equality constrains,trust region method,global convergence.
分类号 O224 [理学—运筹学与控制论]
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参考文献6

  • 1　El-Alem,M.,A robusttrust-region algorithm with a nonmonotonic penalty parameter scheme for constrainedoptimization,SIAM J.Optim.,1995,5(2):348～378.
  • 2　Dennis,J.E.,El-Alem,M.,Maciel,M.C.,Aglobal convergence theory for general trust-region-based algorithms for equalityconstrained optimization,SIAM J.Optim.,1997,7(1):177～207.　[3]　Dennis,J.E.,Vicente,L.N.,Onthe convergence theory of trust-region-based algorithms for equality-constrainedoptimization,SIAM J.Optim.,1997,7(4):927～950.
  • 3　Deng,N.Y.,Xiao,Y.,Zhou,F.J.,Nonmonotonictrust region algorithm,J.Optim.Theory Appl.,1993,76(2):259～284.
  • 4　Toint,Ph.L.,Non-monotonetrust-region algorithms for nonlinear optimization subject to convexconstrained,Math.Programming,1997,77:69～94.
  • 5　Powell,M.J.D.,Yuan,Y.,Atrust-region algorithm for equality constrained optimization,Math.Programming,1991,49:189～211.
  • 6　El-Alem,M.,A globalconvergence theory for the Celis-Dennis-Tapia trust-region algorithm for constrainedoptimization,SIAM J.Numer.Anal.,1991,28:266～290. Received:1998-10-06.

引证文献1

Applied Mathematics(A Journal of Chinese Universities)
2000年 第2期

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