A TRUST REGION ALGORITHM WITH NULL SPACE TECHNIQUE FOR EQUALITY CONSTRAINED OPTIMIZATION

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摘要 Thispaperpresentsatrustregionalgorithmwithnullspacetechniquefornonlinearequalityconstrainedoptimization.Consideringinthenullspacemethodsthat,theconvergentrateofrangespacestepisfasterthanthenullspacestepforthemostcases,theproposedalgorithmcomputesnullstepsmoreoftenthanrangespacestep.Moreover,thenewalgorithmisbasedonthereducedHessianSQPmethod.Globalconvergenceoftheproposedalgorithmisproved.Theeffectivenessofthemethodisdemonstratedbysomenumericalexamples.
机构地区 不详
出版日期 2004年01月11日(中国期刊网平台首次上网日期,不代表论文的发表时间)