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A nonmonotone trust region algorithm for equality constrained optimization

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【Author】 KE Xiaowu HAN Jiye(Department of Mathematics, Beijing Normal University, Beijing 100875, China)

【机构】 Department of Mathematics； Beijing Normal University； Beijing 100875； China； China；

【摘要】 <正> A trust region algorithm for equality constrained optimization is proposed, which is a nonmonotone one in a certain sense. The augmented Lagrangian function is used as a merit function. Under certain conditions, the global convergence theorems of the algorithm are proved.更多还原

【Abstract】 A trust region algorithm for equality constrained optimization is proposed, which is a nonmonotone one in a certain sense. The augmented Lagrangian function is used as a merit function. Under certain conditions, the global convergence theorems of the algorithm are proved.更多还原

【关键词】 nonmonotone in a certain sense； trust region algorithm； global convergence； equality constrained optimization.；
【Key words】 nonmonotone in a certain sense； trust region algorithm； global convergence； equality constrained optimization.；

【基金】 Project supported by the National Natural Science Foundation of China and Postdoctoral Foundation of China.

【文献出处】 Science in China,Ser.A ,中国科学A辑(英文版) , 编辑部邮箱 ,1995年06期

【分类号】O241
【被引频次】10
【下载频次】32

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