GLOBAL CONVERGENCE OF A TRUST REGION ALGORITHM USING INEXACT GRADIENT FOR EQUALITY-CONSTRAINED OPTIMIZATION  

作　　者：童小娇 周叔子 

出　　处：《Acta Mathematica Scientia》2000年第3期365-373,共9页数学物理学报（B辑英文版）

摘　　要：A trust-region algorithm is presented for a nonlinear optimization problem of equality-constraints. The characterization of the algorithm is using inexact gradient information. Global convergence results are demonstrated where the gradient values are obeyed a simple relative error condition.A trust-region algorithm is presented for a nonlinear optimization problem of equality-constraints. The characterization of the algorithm is using inexact gradient information. Global convergence results are demonstrated where the gradient values are obeyed a simple relative error condition.

关 键 词：equality constraints trust region method inexact gradient global convergence 

分 类 号：O224[理学—运筹学与控制论]