Compute a Celis-Dennis-Tapia Step

Compute a Celis-Dennis-Tapia Step

Year:    2005

Journal of Computational Mathematics, Vol. 23 (2005), Iss. 5 : pp. 463–478

Abstract

In this paper, we present an algorithm for the CDT subproblem. This problem stems from computing a trust region step of an algorithm, which was first proposed by Celis, Dennis and Tapia for equality constrained optimization. Our algorithm considers general case of the CDT subproblem, and convergence of the algorithm is proved. Numerical examples are also provided.

You do not have full access to this article.

Already a Subscriber? Sign in as an individual or via your institution

Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2005-JCM-8832

Journal of Computational Mathematics, Vol. 23 (2005), Iss. 5 : pp. 463–478

Published online:    2005-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    16

Keywords:    The CDT subproblem Local solution Global solution Dual function.