A Trust-region Algorithm for Nonlinear Constrained Optimization Problem |
Received:January 20, 2002 |
Key Words:
nonlinear constrained optimization trust-region method global convergence.
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Fund Project:Supported by the Scientific Research Foundation of Hunan Provincial Education Department (02B021) and Hunan Provincial Natural Science Foundation, China(03JJY6002) |
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Abstract: |
This paper presents a new trust-region algorithm for general nonlinear constrained optimization problems. Certain equivalent KKT conditions of the problems are derived. Global convergence of the algorithm to a first-order KKT point is established under mild conditions on the trial steps. Numerical example is also reported. |
Citation: |
DOI:10.3770/j.issn:1000-341X.2004.03.011 |
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