Conic Trust Region Method for Linearly Constrained Optimization

Conic Trust Region Method for Linearly Constrained Optimization

Year:    2003

Author:    Wen-Yu Sun, Jin-Yun Yuan, Ya-Xiang Yuan

Journal of Computational Mathematics, Vol. 21 (2003), Iss. 3 : pp. 295–304

Abstract

In this paper we present a trust region method of conic model for linearly constrained optimization problems. We discuss trust region approaches with conic model subproblems. Some equivalent variation properties and optimality conditions are given. A trust region algorithm based on conic model is constructed. Global convergence of the method is established.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2003-JCM-8881

Journal of Computational Mathematics, Vol. 21 (2003), Iss. 3 : pp. 295–304

Published online:    2003-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    Trust region method Conic model Constrained optimization.

Author Details

Wen-Yu Sun

Jin-Yun Yuan

Ya-Xiang Yuan