An interior-point affine-scaling trust-region method for semismooth equations with box constraints

被引：3

作者：

Kanzow, Christian ^{[1
]}

Klug, Andreas ^{[1
]}

机构：

[1] Univ Wurzburg, Inst Math, D-97074 Wurzburg, Germany

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2007年 / 37卷 / 03期

关键词：

affine scaling; trust-region method; nonlinear equations; box constraints; semismooth functions; Newton's method;

D O I：

10.1007/s10589-007-9029-9

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：

An algorithm for the solution of a semismooth system of equations with box constraints is described. The method is an affine-scaling trust-region method. All iterates generated by this method are strictly feasible. In this way, possible domain violations outside or on the boundary of the box are avoided. The method is shown to have strong global and local convergence properties under suitable assumptions, in particular, when the method is used with a special scaling matrix. Numerical results are presented for a number of problems arising from different areas.

引用

页码：329 / 353

页数：25

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