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  5. A New Trust Region algorithm for Equality Constrained Optimization

A New Trust Region algorithm for Equality Constrained Optimization

File(s)
95-1477.ps (423.09 KB)
95-1477.pdf (321.79 KB)
Permanent Link(s)
https://hdl.handle.net/1813/6086
Collections
Computer Science Technical Reports
Author
Coleman, Thomas F.
Yuan, Wei
Abstract

We present a new trust region algorithms for solving nonlinear equality constrained optimization problems. At each iterate a change of variables is performed to improve the ability of the algorithm to follow the constraint level sets. The algorithm employs $L_{2}$ penalty functions for obtaining global convergence. Under certain assumptions we prove that this algorithm globally converges to a point satisfying the second order necessary optimality conditions; the local convergence rate is quadratic. Results of preliminary numerical experiments are presented.

Date Issued
1995-03
Publisher
Cornell University
Keywords
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR95-1477
Type
technical report

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