A trust region algorithm for optimization with nonlinear equality and linear inequality constraints

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作者
陈中文
韩继业
机构
[1] Institute of Applied Mathematics
[2] Chinese Academy of Sciences
[3] Beijing
[4] China
[5] Beijing
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摘要
<正> A new algorithm of trust region type is presented to minimize a differentiable function ofmany variables with nonlinear equality and linear inequality constraints. Under the milder conditions, theglobal convergence of the main algorithm is proved. Moreover, since any nonlinear inequality constraint can beconverted into an equation by introducing a slack variable, the trust region method can be used in solving general nonlinear programming problems.
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页数:8
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