Combination of trust region method and simplicial decomposition for convex constrained nonlinear optimization

被引：1
|
作者：
Feng, GS [1 ]
Cui, ZQ [1 ]
机构：
[1] Tongji Univ, Dept Appl Math, Shanghai 200092, Peoples R China
来源：
OPTIMIZATION | 2003年 / 52卷 / 4-5期
关键词：
nonlinear programming; restricted simplicial decomposition for convex constrained nonlinear problems; trust region method;
D O I：
10.1080/02331930310001611510
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
The algorithm presented in this article incorporates the trust region method (TR) into the restricted decomposition algorithm for convex-constrained nonlinear problems (RSDCC) to solve the master problem of RSDCC. The global convergence is proved. The computational comparison between the presented algorithm and RSDCC is given. The results show that the former is much better than the latter.
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页码：459 / 466
页数：8
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