COMPUTE A CELIS-DENNIS-TAPIA STEP |
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| Authors: | Gai-di Li Ya-xiang Yuan |
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| Institution: | 1. College of Applied Sciences, Beijing University of Technology, Beijing 100022, China; LSEC, ICMSEC, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing 100080, China; 2. LSEC, ICMSEC, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing 100080, China |
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| Abstract: | In this paper, we present an algorithm for the CDT subproblem. This problem stems from computing a trust region step of an algorithm, which was first proposed by Celis, Dennis and Tapia for equality constrained optimization. Our algorithm considers general case of the CDT subproblem, convergence of the algorithm is proved. Numerical examples are also provided. |
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| Keywords: | The CDT subproblem Local solution Global solution Dual function |
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