摘要
In this paper, we present a trust region algorithm for bound constrained minimization. Under milder conditions, we prove the global convergence of the main algorithm. It is also proved that the correct active set can be identified in a finite number of iterations if strict complementarity slackness condition holds, and so the proposed algorithm reduces finally to an unconstrained minimization method in a finite number of iterations, allowing a fast asymptotic rate of convergence.
In this paper, we present a trust region algorithm for bound constrained minimization. Under milder conditions, we prove the global convergence of the main algorithm. It is also proved that the correct active set can be identified in a finite number of iterations if strict complementarity slackness condition holds, and so the proposed algorithm reduces finally to an unconstrained minimization method in a finite number of iterations, allowing a fast asymptotic rate of convergence.
出处
《计算数学》
CSCD
北大核心
1997年第3期257-266,共10页
Mathematica Numerica Sinica
