JOURNAL OF LIGHT INDUSTRY

CN 41-1437/TS  ISSN 2096-1553

Volume 26 Issue 4
July 2011
Article Contents
LI Shao-juan and JING Shu-jie. A trust region algorithm with line search under equality constraints[J]. Journal of Light Industry, 2011, 26(4): 117-120. doi: 10.3969/j.issn.1004-1478.2011.04.028
Citation: LI Shao-juan and JING Shu-jie. A trust region algorithm with line search under equality constraints[J]. Journal of Light Industry, 2011, 26(4): 117-120. doi: 10.3969/j.issn.1004-1478.2011.04.028 shu

A trust region algorithm with line search under equality constraints

  • Received Date: 2011-04-19
    Available Online: 2011-07-15
  • A new trust region algorithm with strong Wolfe line search for convex quadratic programming under equality constraints is proposed.This method first uses augmented Lagrange function to transform this restraint question into the non-constraint question,and on the basis of traditional trust region method it takes line search instead of resolving the subproblem when the trail step is not successful.This may allow a considerable computational saving.Global convergence is proved under certain conditions.
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