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2006•Journal of Ningbo PolytechnicRequires access

Trust region algorithm for linear inequality constrained optimization problem

Ting-Chun Wang

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Abstract

In this paper we propose a new trust region algorithm for special linear inequality constrained optimization problems withnonnegative bound constraints.This algorithm is based on the interior-point method.In constructing the subproblem,we move the nonnegative bound constraints from the general inequality ones into the trust region constraints,and obtain a solved-easily subproblem.Under very mild conditions,convergence results for the algorithm are given and numerical results are reported.

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In this paper we propose a new trust region algorithm for special linear inequality constrained optimization problems withnonnegative bound constraints.This algorithm is based on the interior-point method.In constructing the subproblem,we move the nonnegative bound constraints from the general inequality ones into the trust region constraints,and obtain a solved-easily subproblem.Under very mild conditions,convergence results for the algorithm are given and numerical results are reported.

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Available abstract

In this paper we propose a new trust region algorithm for special linear inequality constrained optimization problems withnonnegative bound constraints.This algorithm is based on the interior-point method.In constructing the subproblem,we move the nonnegative bound constraints from the general inequality ones into the trust region constraints,and obtain a solved-easily subproblem.Under very mild conditions,convergence results for the algorithm are given and numerical results are reported.

Key concepts: Trust region, Convergence (economics), Mathematical optimization, Interior point method, Inequality, Upper and lower bounds, Mathematics, Linear programming

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