A New Trust-Region Algorithm for Equality Constrained Optimization

被引：0
|
作者：
Thomas F. Coleman
Jianguo Liu
Wei Yuan
机构：
[1] Cornell University,Computer Science Department and Center for Applied Mathematics
[2] University of North Texas,Department of Mathematics
[3] Cornell University,Center for Applied Mathematics
来源：
Computational Optimization and Applications | 2002年 / 21卷
关键词：
nonlinearly constrained optimization; equality constraints; quadratic penalty function; trust-region method; SQP method;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We present a new trust-region algorithm for solving nonlinear equality constrained optimization problems. Quadratic penalty functions are employed to obtain global convergence. At each iteration a local change of variables is performed to improve the ability of the algorithm to follow the constraint level set. Under certain assumptions we prove that this algorithm globally converges to a point satisfying the second-order necessary optimality conditions. Results of preliminary numerical experiments are reported.
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收藏
页码：177 / 199
页数：22
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