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 i...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.展开更多
This paper presents an augmented Lagrangian algorithm for nonlinear opti- mization of equality and bounded constraints. The method includes internal it- erations and outer iterations, which uses a trust region interio...This paper presents an augmented Lagrangian algorithm for nonlinear opti- mization of equality and bounded constraints. The method includes internal it- erations and outer iterations, which uses a trust region interior-point method in internal iteration. Under some conditions, the paper proves finite termination of internal iteration and analyses the local convergence of accelerating internal mini- mizer iterations. It also proves the global convergence of main algorithm when the approximate solution of internal minimizer is satisfied some conditions.展开更多
文摘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.
文摘This paper presents an augmented Lagrangian algorithm for nonlinear opti- mization of equality and bounded constraints. The method includes internal it- erations and outer iterations, which uses a trust region interior-point method in internal iteration. Under some conditions, the paper proves finite termination of internal iteration and analyses the local convergence of accelerating internal mini- mizer iterations. It also proves the global convergence of main algorithm when the approximate solution of internal minimizer is satisfied some conditions.
