GLOBAL CONVERGENCE OF A TRUST REGION ALGORITHM USING INEXACT GRADIENT FOR EQUALITY-CONSTRAINED OPTIMIZATION

数学物理学报(英文版) ›› 2000, Vol. 20 ›› Issue (3): 365-373.

GLOBAL CONVERGENCE OF A TRUST REGION ALGORITHM USING INEXACT GRADIENT FOR EQUALITY-CONSTRAINED OPTIMIZATION

童小娇,周叔子

Department of Mathematics, Hunan University, Changsha 410082, China

收稿日期:1998-09-23 修回日期:1999-06-03 出版日期:2000-05-20 发布日期:2000-05-20

GLOBAL CONVERGENCE OF A TRUST REGION ALGORITHM USING INEXACT GRADIENT FOR EQUALITY-CONSTRAINED OPTIMIZATION

TONG Xiao-Jiao, ZHOU Shu-Zi

Department of Mathematics, Hunan University, Changsha 410082, China

Received:1998-09-23 Revised:1999-06-03 Online:2000-05-20 Published:2000-05-20

摘要/Abstract

摘要：

A trust-region algorithm is presented for a nonlinear optimization problem
of equality-constraints. The characterization of the algorithm is using inexact gradient
information. Global convergence results are demonstrated where the gradient values are
obeyed a simple relative error condition.

关键词: Equality constraints, trust region method, inexact gradient, global convergence

Abstract:

Key words: Equality constraints, trust region method, inexact gradient, global convergence

中图分类号:

49M37

童小娇, 周叔子. GLOBAL CONVERGENCE OF A TRUST REGION ALGORITHM USING INEXACT GRADIENT FOR EQUALITY-CONSTRAINED OPTIMIZATION[J]. 数学物理学报(英文版), 2000, 20(3): 365-373.

TONG Xiao-Jiao, ZHOU Shu-Zi. GLOBAL CONVERGENCE OF A TRUST REGION ALGORITHM USING INEXACT GRADIENT FOR EQUALITY-CONSTRAINED OPTIMIZATION[J]. Acta mathematica scientia,Series B, 2000, 20(3): 365-373.

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GLOBAL CONVERGENCE OF A TRUST REGION ALGORITHM USING INEXACT GRADIENT FOR EQUALITY-CONSTRAINED OPTIMIZATION

GLOBAL CONVERGENCE OF A TRUST REGION ALGORITHM USING INEXACT GRADIENT FOR EQUALITY-CONSTRAINED OPTIMIZATION

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