Combining Trust-region and Line search Algorithm for Problem of Nonlinear Constrained Optimization
Tong Xiao
Abstract
Tong Xiao
Abstract
A combining trust region and line search method for optimization problem of nonlinear equality were presented.Comparing with traditional trust region method,the proposed algorithm never resolve the trust region subproblem when the trial step can not be accepted by trust region method.Numerical example is presented to compare with pure trust region method and combining method for calculation.
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A combining trust region and line search method for optimization problem of nonlinear equality were presented.Comparing with traditional trust region method,the proposed algorithm never resolve the trust region subproblem when the trial step can not be accepted by trust region method.Numerical example is presented to compare with pure trust region method and combining method for calculation.
Key concepts: Trust region, Line search, Mathematical optimization, Nonlinear system, Computer science, Line (geometry), Algorithm, Nonlinear programming