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GLOBAL CONVERGENCE OF A TRUST REGION ALGORITHM USING INEXACT GRADIENT FOR EQUALITY-CONSTRAINED OPTIMIZATION |
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| Authors: | Tong Xiaojiao Zhou Shuzi |
| Abstract: | A trust-region algorithm is presented for a nonlinear optimization problem of equality-constraints. The characterization of the algorithm is using inexact gradient information. Global convergence results are demonstrated where the gradient values are obeyed a simple relative error condition. |
| Keywords: | Equality constraints trust region method inexact gradient global convergence |
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