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A Trust-region Algorithm for Equality-constrained Optimization via a Reduced Dimension Approach by Jichang Dong; Jianming Shi; Shouyang Wang; Yi Xue; Shuqin Liu is a Mathematics article available to read on EtoBox.

What is A Trust-region Algorithm for Equality-constrained Optimization via a Reduced Dimension Approach about?

A trust-region algorithm is presented for solving optimization problem with equality constraints. The algorithm uses the Byrd-Omojokun scheme to compute the steps, and decompose the trial steps into two components: normal component and tangential component. But it di ers from the Byrd-Omojokun algorithm with a reduced dimension approach in computing each tangential component. Global convergence of the proposed algorithm is proved under some mild assumptions. Three numerical examples are given to illustrate the e ciency of the algorithm.

Who reads A Trust-region Algorithm for Equality-constrained Optimization via a Reduced Dimension Approach?

Author

Jichang Dong; Jianming Shi; Shouyang Wang; Yi Xue; Shuqin Liu

Publisher

Elsevier Science; Elsevier ; Elsevier BV (ISSN 0377-0427)

Published

2003

Language

EN

Field

Mathematics (Physical Sciences)