A penalty-free method with superlinear convergence for equality constrained optimization

doi:10.1007/s10589-019-00117-6

	A penalty-free method with superlinear convergence for equality constrained optimization
	Chen, Zhongwen 1; Dai, Yu-Hong 2; Liu, Jiangyan 1
刊名	COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
	2020-07-01
卷号	76 期号:3 页码:801-833
关键词	Equality constrained optimization Trust region method Penalty-free method Global convergence Superlinear convergence
ISSN号	0926-6003
DOI	10.1007/s10589-019-00117-6
英文摘要	In this paper, we propose a new penalty-free method for solving nonlinear equality constrained optimization. This method uses different trust regions to cope with the nonlinearity of the objective function and the constraints instead of using a penalty function or a filter. To avoid Maratos effect, we do not make use of the second order correction or the nonmonotone technique, but utilize the value of the Lagrangian function instead of the objective function in the acceptance criterion of the trial step. The feasibility restoration phase is not necessary, which is often used in filter methods or some other penalty-free methods. Global and superlinear convergence are established for the method under standard assumptions. Preliminary numerical results are reported, which demonstrate the usefulness of the proposed method.
资助项目	Chinese NSF Grant[11871362] ; Key Projects of the Chinese NSF Grant[11631013] ; National Funds for Distinguished Young Scientists[11125107] ; National 973 Program of China[2015CB856002]
WOS研究方向	Operations Research & Management Science ; Mathematics
语种	英语
出版者	SPRINGER
WOS记录号	WOS:000542384000008
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/51675]
专题	中国科学院数学与系统科学研究院
通讯作者	Dai, Yu-Hong
作者单位	1.Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Chen, Zhongwen,Dai, Yu-Hong,Liu, Jiangyan. A penalty-free method with superlinear convergence for equality constrained optimization[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2020,76(3):801-833.
APA	Chen, Zhongwen,Dai, Yu-Hong,&Liu, Jiangyan.(2020).A penalty-free method with superlinear convergence for equality constrained optimization.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,76(3),801-833.
MLA	Chen, Zhongwen,et al."A penalty-free method with superlinear convergence for equality constrained optimization".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 76.3(2020):801-833.