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.
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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.