Compute a Celis-Dennis-Tapia step

被引：0
|
作者：
Li, GD [1 ]
Yuan, YX
机构：
[1] Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL MATHEMATICS | 2005年 / 23卷 / 05期
关键词：
the CDT subproblem; local solution; global solution; dual function;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we present an algorithm for the CDT subproblem. This problem stems from computing a trust region step of an algorithm, which was first proposed by Celis, Dennis and Tapia for equality constrained optimization. Our algorithm considers general case of the CDT subproblem, convergence of the algorithm is proved. Numerical examples are also provided.
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页码：463 / 478
页数：16
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