| A TRUST—REGION ALGORITHM FOR NONLINEAR INEQUALITY CONSTRAINED OPTIMIZATION |
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| 作者姓名： | XiaojiaoTong ShuziZhou |
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| 作者单位： | [1]DepartmentofMathematicsandComputer,ChangshaUniversityofElectricPower,Changsha410077 [2]CollegeofMathematicsandEconometrics,HunanUniversity,Changsha410082 |
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| 基金项目： | the Scientific Research Foundation of Hunan Provincial Education Department, No. 02B021, and the National Natural Science Foundation of China, No. 10171008. |
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| 摘 要： | This paper presents a new trust-region algorithm for n-dimension nonlinear optimiza-tion subject to m nonlinear inequality constraints.Equivalent KKT conditions are derived,which is the basis for constructing the new algorithm.Global convergence of the algorithun to a first-order KKT point is eatablished under mild conditions on the trial steps.local quadratic convergence theorem is provcd for nondegenerate minimizer point.Numerical expcriment is prcsented to show the effectiveness of our approach.
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| 关 键 词： | 置信域算法 非线性不等式 不等式约束最优化 全局收敛 局部二次收敛 松弛变量 KKT条件 |
A TRUST-REGION ALGORITHM FOR NONLINEAR INEQUALITY CONSTRAINED OPTIMIZATION |
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| XiaojiaoTong ShuziZhou.A TRUST-REGION ALGORITHM FOR NONLINEAR INEQUALITY CONSTRAINED OPTIMIZATION[J].Journal of Computational Mathematics,2003,21(2):207-220. |
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| Authors: | Xiaojiao Tong |
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| Abstract: | This paper presents a new trust-region algorithm for n-dimension nonlinear optimization subject to m nonlinear inequality constraints. Equivalent KKT conditions are derived, which is the basis for constructing the new algorithm. Global convergence of the algorithm to a first-order KKT point is established under mild conditions on the trial steps, local quadratic convergence theorem is proved for nondegenerate minimizer point. Numerical experiment is presented to show the effectiveness of our approach. |
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| Keywords: | Inequality constrained optimization Trust-region method Global convergence Local quadratic convergence |
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