A Trust-region Algorithm for Nonlinear Constrained Optimization Problem
Received:January 20, 2002  
Key Words: nonlinear constrained optimization   trust-region method   global convergence.  
Fund Project:Supported by the Scientific Research Foundation of Hunan Provincial Education Department (02B021) and Hunan Provincial Natural Science Foundation, China(03JJY6002)
Author NameAffiliation
TONG Xiao-jiao Inst. of Math.
Changsha University of Science and Technology
Hunan
China 
ZHOU Shu-zi Dept. of Appl. Math.
Hunan University
Changsha
China 
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Abstract:
      This paper presents a new trust-region algorithm for general nonlinear constrained optimization problems. Certain equivalent KKT conditions of the problems are derived. Global convergence of the algorithm to a first-order KKT point is established under mild conditions on the trial steps. Numerical example is also reported.
Citation:
DOI:10.3770/j.issn:1000-341X.2004.03.011
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