| A TRUST REGION ALGORITHM WITH NULL SPACE TECHNIQUE FOR EQUALITY CONSTRAINED OPTIMIZATION |
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| 作者姓名： | TONGXiaojiao LIDonghui |
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| 作者单位： | TONG Xiaojiao
(Institute of Mathematics，Changsha University of Science and Technology，Changsha 410077，China)
LI Donghui (Institute of Applied Mathematics，Hunan University，Changsha 410082，China) |
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| 基金项目： | This research is partly supported by the Hunan Provincial Natural Science Foundtion of China and Hunan Provincial Education Foundation of China 02B021 |
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| 摘 要： | This paper presents a trust region algorithm with null space technique fornonlinear equality constrained optimization. Considering in the null space methods that,the convergent rate of range space step is faster than the null space step for the most cases,the proposed algorithm computes null steps more often than range space step. Moreover,the new algorithm is based on the reduced Hessian SQP method. Global convergence ofthe proposed algorithm is proved. The effectiveness of the method is demonstrated bysome numerical examples.
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| 关 键 词： | 置信域 零空间 约束最优化 非线性等式 全局收敛性 |
A TRUST REGION ALGORITHM WITH NULL SPACE TECHNIQUE FOR EQUALITY CONSTRAINED OPTIMIZATION |
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| TONGXiaojiao LIDonghui.A TRUST REGION ALGORITHM WITH NULL SPACE TECHNIQUE FOR EQUALITY CONSTRAINED OPTIMIZATION[J].Journal of Systems Science and Complexity,2004,17(1):54-63. |
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| Authors: | TONG Xiaojiao |
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| Abstract: | This paper presents a trust region algorithm with null space technique for nonlinear equality constrained optimization. Considering in the null space methods that, the convergent rate of range space step is faster than the null space step for the most cases, the proposed algorithm computes null steps more often than range space step. Moreover, the new algorithm is based on the reduced Hessian SQP method. Global convergence of the proposed algorithm is proved. The effectiveness of the method is demonstrated by some numerical examples. |
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| Keywords: | Trust region method null space technique equality constrained optimization global convergence |
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