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A trust region algorithm for a class of nonlinear optimization |
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| Authors: | Tong Xiaojiao Zhou Shuzi |
| Affiliation: | (1) Dept. of Appl. Math., Hunan Univ., 410082 Changsha |
| Abstract: | This paper presents a trust region algorithm for nonlinear optimization with linear inequality constraints. The global convergence of the algorithm is proved. Local quadratic convergence is obtained for a strong local minimizer. |
| Keywords: | Trustregion nonlinearoptim ization globalconvergence localquadratic convergence. |
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