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GLOBAL CONVERGENCE OF TRUST REGION ALGORITHM FOR EQUALITY AND BOUND CONSTRAINED NONLINEAR OPTIMIZATION
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作者 TongXiaojiao ZhouShuzi 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2003年第1期83-94,共12页
This paper presents a trust region two phase model algorithm for solving the equality and bound constrained nonlinear optimization problem. A concept of substationary point is given. Under suitable assumptions,the gl... This paper presents a trust region two phase model algorithm for solving the equality and bound constrained nonlinear optimization problem. A concept of substationary point is given. Under suitable assumptions,the global convergence of this algorithm is proved without assuming the linear independence of the gradient of active constraints. A numerical example is also presented. 展开更多
关键词 nonlinear optimization equality and bound constrained problem trust-region method global convergence.
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