In this paper we present a trust region method of conic model for linearly constrained optimization problems. We discuss trust region approaches with conic model subproblems. Some equivalent variation properties and o...In this paper we present a trust region method of conic model for linearly constrained optimization problems. We discuss trust region approaches with conic model subproblems. Some equivalent variation properties and optimality conditions are given. A trust region algorithm based on conic model is constructed. Global convergence of the method is established.展开更多
基金This work was supported by the National Natural Science Foundation of China grant 19971042 and grant 10231060 and CNPq of Brazil
文摘In this paper we present a trust region method of conic model for linearly constrained optimization problems. We discuss trust region approaches with conic model subproblems. Some equivalent variation properties and optimality conditions are given. A trust region algorithm based on conic model is constructed. Global convergence of the method is established.
