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| A CLASS OF TRUST REGION METHODS FOR LINEAR INEQUALITY CONSTRAINED OPTIMIZATION AND ITS THEORY ANALYSIS Ⅱ. LOCAL CONVERGENCE RATE AND NUMERICAL TESTS | |
| 引用本文： | XIUNAIHUA. A CLASS OF TRUST REGION METHODS FOR LINEAR INEQUALITY CONSTRAINED OPTIMIZATION AND ITS THEORY ANALYSIS Ⅱ. LOCAL CONVERGENCE RATE AND NUMERICAL TESTS[J]. 高校应用数学学报(英文版), 1995, 10(4): 439-448. DOI: 10.1007/BF02662499 |
| 作者姓名： | XIUNAIHUA |
| 作者单位： | InstituteofAppliedMathematics,AcademiaSinica,Beijing100080 |
| 摘 要： | In this paper we prove that a class of trust region methods presented in part Ⅰ is superlinearly convergent. Numerical tests are reported thereafter. Results by solving a set of typical problems selected from literatures have demonstrated that our algorithm is effective. |
| 关 键 词： | 置信域法 线性不等式 约束最优化 局部收敛性 |
| 收稿时间： | 1993-10-11 |
A class of trust region methods for linear inequality constrained optimization and its theory analysis II. local convergence rate and numerical tests |
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| Naihua Xiu. A class of trust region methods for linear inequality constrained optimization and its theory analysis II. local convergence rate and numerical tests[J]. Applied Mathematics A Journal of Chinese Universities, 1995, 10(4): 439-448. DOI: 10.1007/BF02662499 | |
| Authors: | Naihua Xiu |
| Abstract: | In this paper we prove that a class of trust region methods presented in part I is superlinearly convergent. Numerical tests are reported thereafter. Results by solving a set of typical problems selected from literatures have demonstrated that our algorithm is effective. |
| Keywords: | Linear inequality constrained optimization trust region mothod superlinear convergence. |
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