Conic trust region method for linearly constrained optimization

被引：0
|
作者：
Sun, WY
Yuan, JY
Yuan, YX
机构：
[1] Nanjing Normal Univ, Sch Math & Comp Sci, Nanjing 210097, Peoples R China
[2] Univ Fed Parana, Dept Math, BR-81531990 Curitiba, Parana, Brazil
[3] Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100080, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL MATHEMATICS | 2003年 / 21卷 / 03期
关键词：
trust region method; conic model; constrained optimization;
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 a trust region method of conic model for linearly constrained optimization problems. We discuss trust region approaches with conic model subproblems. Some equivalent variation properties and optimality conditions are given. A trust region algorithm based on conic model is constructed. Global convergence of the method is established.
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页码：295 / 304
页数：10
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