On a globally convergent trust region algorithm with infeasibility control for equality constrained optimization

被引：1

作者：

Zhu X. ^{[1
]}

机构：

[1] School of Mathematics and Physics, Shanghai University of Electric Power, Shanghai

来源：

Journal of Applied Mathematics and Computing | 2016年 / 50卷 / 1-2期

关键词：

Constrained optimization; Global convergence; Infeasibility control; Trust region;

D O I：

10.1007/s12190-015-0870-1

中图分类号：

N94 [系统科学]; C94 [];

学科分类号：

0711 ; 081103 ; 1201 ;

摘要：

Recently, a novel step acceptance mechanism for equality constrained optimization was proposed by Zhu and Pu (Comput. Appl. Math. 31(2):407–432, 2012). This new mechanism uses an infeasibility control technique that is quite different from traditional penalty functions and filters. However, in that paper, global convergence of the algorithm with this new mechanism was proved in a double trust regions framework where a strong assumption on step sizes must be required. In this paper, we improve Zhu and Pu’s work and furnish a complete global convergence proof for this infeasibility control mechanism in a standard trust region framework where some mild assumptions are sufficient. In addition, numerical results on a number of CUTEr problems accompanied by comparison with SNOPT show the efficiency of the proposed algorithm. © 2015, Korean Society for Computational and Applied Mathematics.

引用

页码：275 / 298

页数：23