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...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.展开更多
文摘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.
