A NONMONOTONE TRUST REGION ALGORITHM FOR EQUALITY CONSTRAINED OPTIMIZATION

被引：0

作者：

KE, XW

HAN, JY

机构：

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY & TECHNOLOGICAL SCIENCES | 1995年 / 38卷 / 06期

关键词：

NONMONOTONE IN A CERTAIN SENSE; TRUST REGION ALGORITHM; GLOBAL CONVERGENCE; EQUALITY CONSTRAINED OPTIMIZATION;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A trust region algorithm for equality constrained optimization is proposed, which is a nonmonotone one in a certain sense. The augmented Lagrangian function is used as a merit function. Under certain conditions, the global convergence theorems of the algorithm are proved.

引用

页码：683 / 695

页数：13

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