2009•Journal of MathematicsRequires access

A TRUST REGION ALGORITHM FOR EQUALITY CONSTRAINED OPTIMIZATION

Gao Cheng-xiu

Abstract

In this paper we study the problem that linearized constraint is infeasible in trust region of trust region algorithm for equality constrained optimization. Using a method based on the augmented Lagrangian function,we get an improved trust region algorithm for equality constrained optimization. Linearized constraint of the improve trust region algorithm is feaible in trust region. Moreover,its global and superlinear convergence ara ensured.

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Available abstract

Key concepts: Trust region, Augmented Lagrangian method, Mathematics, Convergence (economics), Constraint (computer-aided design), Constrained optimization problem, Mathematical optimization, Function (biology)