Translator Disclaimer
February 2001 Global convergence of a trust-region algorithm for inequality constrained optimization
Xiaojiao TONG, Shuzi ZHOU
Hokkaido Math. J. 30(1): 113-136 (February 2001). DOI: 10.14492/hokmj/1350911927

Abstract

This paper presents a trust-region algorithm for n-dimensional nonlinear optimization subject to m nonlinear inequality constraints. Equivalent KKT conditions are derived, being the basis for constructing the new algorithm. Global convergence of the algorithm to a first-order KKT point is established under mild conditions on the trial steps. Condition $m\leq n$ is required.

Citation

Download Citation

Xiaojiao TONG. Shuzi ZHOU. "Global convergence of a trust-region algorithm for inequality constrained optimization." Hokkaido Math. J. 30 (1) 113 - 136, February 2001. https://doi.org/10.14492/hokmj/1350911927

Information

Published: February 2001
First available in Project Euclid: 22 October 2012

zbMATH: 0988.65044
MathSciNet: MR1815003
Digital Object Identifier: 10.14492/hokmj/1350911927

Subjects:
Primary: 65K05
Secondary: 49M37, 90C30

Rights: Copyright © 2001 Hokkaido University, Department of Mathematics

JOURNAL ARTICLE
24 PAGES


SHARE
Vol.30 • No. 1 • February 2001
Back to Top