AN INTERIOR TRUST REGION ALGORITHM FOR NONLINEAR MINIMIZATION WITH LINEAR CONSTRAINTS

作     者：Jian-guo Liu (Department of Mathematics, University of North Texas, Denton, TX 76203, USA) 

作者机构：Department of Mathematics University of North Texas 美国 Denton 

出 版 物：《Journal of Computational Mathematics》 (计算数学（英文）)

年 卷 期：2002年第20卷第3期

页      面：225-244页

核心收录：

学科分类：07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070102[理学-计算数学] 0701[理学-数学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：Research partially supported by the Faculty Research Grant RIG-35547 and ROG-34628 of the University of North Texas and in part by the Cornell Theory Center which receives major funding from the National Science Foundation and IBM Corporation with ad 

主　　题：Nonlinear programming Linear constraints Trust region algorithms Newton methods Interior algorithms Quadratic convergence 

摘      要：Presents information on a study which analyzed an interior trust-region-based algorithm for linearly constrained minimization problems. Optimality conditions for the linearly constrained minimization problem presented; Vectors for each updating step in the algorithm proposed; Establishment of the convergence properties of the proposed algorithm.