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
A trust region algorithm with line search under equality constraints
-
Received Date:
2011-04-19
Available Online:
2011-07-15
-
Abstract
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.
-
-
References
-
[1]
Powell M J D. A New Algorithm for Unconstrained Opti mization[C]//Nonlinear Programming, New York:Aca demic Press, 1970:31-66.
-
[2]
Nocedal J, Yuan Y X. Combining trust region and line search techniques[C]//Advances in Nonlinear Program ming, Berlin:Kluwer Academic Publishers, 1998:153.
-
[3]
姚升保,施保昌,彭叶辉.一类带线搜索的非单调信赖域算法[J].数学杂志,2003,23(3):290.
-
[4]
李红,焦宝聪.一类带线搜索的自适应信赖域算法[J].运筹学学报,2008,12(2):97.
-
[5]
王宜举,修乃华.非线性规划理论与算法[M].2版.西安:陕西科学技术出版社,2008:25-26.
-
[6]
袁亚湘,孙文瑜.最优化理论与方法[M].北京:科学出版社,1997:563-565.
-
Proportional views
-
-