A feasible trust-region algorithm for inequality constrained optimization

被引：2
|
作者：
Peng, YH [1 ]
Yao, SB
机构：
[1] Huaihua Coll, Dept Math, Huaihua 418008, Hunan, Peoples R China
[2] Huazhong Univ Sci & Technol, Dept Control Sci & Engn, Wuhan 430074, Hubei, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2006年 / 173卷 / 01期
关键词：
inequality constrained optimization; feasible trust-region algorithm; globally convergent; KKT point; SQP;
D O I：
10.1016/j.amc.2005.04.080
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The paper presents an algorithm for smooth nonlinearly inequality constrained optimization problems, in which a sequence of feasible iterates is generated by a trust-region sequential quadratic programming subproblem at each iteration. Because of retaining feasibility, the objective function can be used as a merit function and the subproblems are feasible. Under common assumptions, the algorithm is globally convergent. The numerical results show it is promising. (c) 2005 Elsevier Inc. All rights reserved.
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页码：513 / 522
页数：10
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