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	A robust trust region method for nonlinear optimization with inequality constraint
	Zhang, JL
刊名	Applied mathematics and computation
	2006-05-15
卷号	176期号:2页码:688-699
关键词	Nonlinear optimization Trust region method Global convergence Regularity assumption
ISSN号	0096-3003
DOI	10.1016/j.amc.2005.10.015
通讯作者	Zhang, jl(jlzhang@gscas.ac.cn)
英文摘要	A new trust region algorithm for inequality constrained optimization is presented, which solves two linear programming subproblems and a serious of quadratic subproblems at each successful iteration to obtain a acceptable trial step. the algorithm can circumvent the difficulties associated with the possible inconsistency of trust region subproblem. moreover, the algorithm can converge to a point which satisfies a certain first-order necessary condition even when the original problems itself is infeasible. some global convergence properties are proved without regularity assumption and local superlinear convergence of the algorithm is obtained under standard conditions. preliminary numerical results are reported on some classic problems. (c) 2005 elsevier inc. all rights reserved.
WOS关键词	GLOBAL CONVERGENCE THEORY ; ALGORITHMS ; EQUALITY
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
语种	英语
出版者	ELSEVIER SCIENCE INC
WOS记录号	WOS:000238658100029
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2379224
专题	中国科学院大学
通讯作者	Zhang, JL
作者单位	Grad Univ, Chinese Acad Sci, Res Ctr Data Technol & Knowledge Econ, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhang, JL. A robust trust region method for nonlinear optimization with inequality constraint[J]. Applied mathematics and computation,2006,176(2):688-699.
APA	Zhang, JL.(2006).A robust trust region method for nonlinear optimization with inequality constraint.Applied mathematics and computation,176(2),688-699.
MLA	Zhang, JL."A robust trust region method for nonlinear optimization with inequality constraint".Applied mathematics and computation 176.2(2006):688-699.

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