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  5. A Trust Region and Affine Scaling Method for Nonlinearly Constrained Minimization

A Trust Region and Affine Scaling Method for Nonlinearly Constrained Minimization

File(s)
94-198.pdf (251.8 KB)
94-198.ps (278.61 KB)
Permanent Link(s)
https://hdl.handle.net/1813/5531
Collections
Cornell Theory Center Technical Reports
Author
Li, Yuying
Abstract

(The following contains mathematical formulae and symbols that may become distorted in ASCII text.) A nonlinearly constrained optimization problem can be solved by the exact penalty approach involving non differentiable functions (summation(i)of |ci(x)|) and (summation(i) of max(0,ci(x))). In the paper, a trust region affine scaling approach based on a 2-norm subproblem is proposed for solving a nonlinear l 1 problem. The (quadratic) approximation and the trust region subproblem are defined using affine scaling techniques. Explicit sufficient decrease conditions based on the approximations are suggested for obtaining a limit point satisfying complementarity, Kuhn-Tucker conditions, and second order necessary conditions. In global convergence analysis of the method is presented in [4].

Date Issued
1994-11
Publisher
Cornell University
Keywords
theory center
•
nonlinearly constrained minimization
•
trust region
•
sufficient decrease conditions
•
affine scaling
•
exact penalty
•
nonlinear l 1 problem
•
Newton step
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/94-198
Type
technical report

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