| LINEAR SYSTEMS ASSOCIATED WITH NUMERICAL METHODS FOR CONSTRAINED OPITMIZATION |
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| 引用本文： | Y. Yuan(State Key Laboratory of Scientific and Engineering Computing,Institute of Computational Mathematics and Scientific/Engineering Computing,Chinese Academy of Sciences,P. O. Box 2719,Beijing 100080,China.). LINEAR SYSTEMS ASSOCIATED WITH NUMERICAL METHODS FOR CONSTRAINED OPITMIZATION[J]. 计算数学(英文版), 2003, 0(1): 71-84 |
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| 作者姓名： | Y. Yuan(State Key Laboratory of Scientific and Engineering Computing Institute of Computational Mathematics and Scientific/Engineering Computing Chinese Academy of Sciences P. O. Box 2719 Beijing 100080 China.) |
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| 作者单位： | State Key Laboratory of Scientific and Engineering Computing，Institute of Computational Mathematics and Scientific/Engineering Computing，Chinese Academy of Sciences，P. O. Box 2719，Beijing 100080，China. |
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| 基金项目： | Research partially supported by Chinese NSF grants 19731010，CAS knowledge innovation program. |
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| 摘 要： | Linear systems associated with numerical methods for constrained optimization are discussed in this paper. It is shown that the corresponding subproblems arise in most well-known methods, no matter line search methods or trust region methods for constrained optimization can be expressed as similar systems of linear equations. All these linear systems can be viewed as some kinds of approximation to the linear system derived by the Lagrange-Newton method. Some properties of these linear systems are analyzed.
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LINEAR SYSTEMS ASSOCIATED WITH NUMERICAL METHODS FOR CONSTRAINED OPITMIZATION |
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| Y. Yuan. LINEAR SYSTEMS ASSOCIATED WITH NUMERICAL METHODS FOR CONSTRAINED OPITMIZATION[J]. Journal of Computational Mathematics, 2003, 0(1): 71-84 |
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| Authors: | Y. Yuan |
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| Abstract: | Linear systems associated with numerical methods for constrained optimization are discussed in this paper. It is shown that the corresponding subproblems arise in most well-known methods, no matter line search methods or trust region methods for constrained optimization can be expressed as similar systems of linear equations. All these linear systems can be viewed as some kinds of approximation to the linear system derived by the Lagrange-Newton method. Some properties of these linear systems are analyzed. |
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| Keywords: | Constrained optimization Linear equations Lagrange-Newton method Trust region Line search |
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