| A CLASS OF TRUST REGION METHODS FOR LINEAR INEQUALITY CONSTRAINED OPTIMIZATION AND ITS THEORY ANALYSIS：I．ALGORITHM AND GLOBAL CONVERGENCE |
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| 作者姓名： | (Institute of Applied Mathematics Academia Sinica Beijing .(Current address: |
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| 作者单位： | (Institute of Applied Mathematics，Academia Sinica，Beijing 100080).(Current address: Department of Mathematics，Hebei Teacher's College，Shijiazhuang 050091). |
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| 摘 要： | ＡＣＬＡＳＳＯＦＴＲＵＳＴＲＥＧＩＯＮＭＥＴＨＯＤＳＦＯＲＬＩＮＥＡＲＩＮＥＱＵＡＬＩＴＹＣＯＮＳＴＲＡＩＮＥＤＯＰＴＩＭＩＺＡＴＩＯＮＡＮＤＩＴＳＴＨＥＯＲＹＡＮＡＬＹＳＩＳ：Ｉ．ＡＬＧＯＲＩＴＨＭＡＮＤＧＬＯＢＡＬＣＯＮＶＥＲＧＥＮＣＥＸＩＵＮＡ...
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A CLASS OF TRUST REGION METHODS FOR LINEAR INEQUALITY CONSTRAINED OPTIMIZATION AND ITS THEORY ANALYSIS:I.ALGORITHM AND GLOBAL CONVERGENCEXIU NAIHUA |
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| (Institute of Applied Mathematics,Academia Sinica,Beijing .(Current address:.A CLASS OF TRUST REGION METHODS FOR LINEAR INEQUALITY CONSTRAINED OPTIMIZATION AND ITS THEORY ANALYSIS:I.ALGORITHM AND GLOBAL CONVERGENCEXIU NAIHUA[J].Applied Mathematics A Journal of Chinese Universities,1995(3). |
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| Institution: | (Institute of Applied Mathematics,Academia Sinica,Beijing 100080).(Current address: Department of Mathematics,Hebei Teacher's College,Shijiazhuang 050091). |
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| Abstract: | A class of trust region methods for solving linear inequality constrained problems is proposed in this paper. It is shown that the algorithm is of global convergence.The algorithm uses a version of the two-sided projection and the strategy of the unconstrained trust region methods. It keeps the good convergence properties of the unconstrained case and has the merits of the projection method. In some sense, our algorithm can be regarded as an extension and improvement of the projected type algorithm. |
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| Keywords: | Linear inequality constrained optimization trust region method global convergence |
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