A TRUST REGION ALGORITHM FOR A CLASS OF NONLINEAR OPTIMIZATION  

A TRUST REGION ALGORITHM FOR A CLASS OF NONLINEAR OPTIMIZATION

作  者:Tong Xiaojiao\ Zhou ShuziDept.ofAppl. Math.,Hunan Univ.,Changsha 410082. 

出  处:《Applied Mathematics(A Journal of Chinese Universities)》2000年第1期93-98,共6页高校应用数学学报(英文版)(B辑)

摘  要: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.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.

关 键 词:Trustregion nonlinearoptim ization GLOBALCONVERGENCE localquadratic convergence. 

分 类 号:O221[理学—运筹学与控制论]

 

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