A trust-region and affine scaling algorithm for linearly constrained optimization

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陈中文
章祥荪
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<正> A new trust-region and affine scaling algorithm for linearly constrained optimization is presented in this paper. Under no nondegenerate assumption, we prove that any limit point of the sequence generated by the new algorithm satisfies the first order necessary condition and there exists at least one limit point of the sequence which satisfies the second order necessary condition. Some preliminary numerical experiments are reported.
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页码:1390 / 1397
页数:8
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