A feasible trust-region algorithm for inequality constrained optimization

被引：2
|
作者：
Peng, YH [1 ]
Yao, SB
机构：
[1] Huaihua Coll, Dept Math, Huaihua 418008, Hunan, Peoples R China
[2] Huazhong Univ Sci & Technol, Dept Control Sci & Engn, Wuhan 430074, Hubei, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2006年 / 173卷 / 01期
关键词：
inequality constrained optimization; feasible trust-region algorithm; globally convergent; KKT point; SQP;
D O I：
10.1016/j.amc.2005.04.080
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The paper presents an algorithm for smooth nonlinearly inequality constrained optimization problems, in which a sequence of feasible iterates is generated by a trust-region sequential quadratic programming subproblem at each iteration. Because of retaining feasibility, the objective function can be used as a merit function and the subproblems are feasible. Under common assumptions, the algorithm is globally convergent. The numerical results show it is promising. (c) 2005 Elsevier Inc. All rights reserved.
引用
收藏
页码：513 / 522
页数：10
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