Acta mathematica scientia,Series B ›› 2000, Vol. 20 ›› Issue (3): 365-373.

• Articles • Previous Articles     Next Articles

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

 TONG Xiao-Jiao, ZHOU Shu-Zi   

  1. Department of Mathematics, Hunan University, Changsha 410082, China
  • Received:1998-09-23 Revised:1999-06-03 Online:2000-05-20 Published:2000-05-20

Abstract:

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.

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

CLC Number: 

  • 49M37
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