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  5. On Global Convergence of a Trust Region and Affine Scaling Method for Nonlinearly Constrained Minimization

On Global Convergence of a Trust Region and Affine Scaling Method for Nonlinearly Constrained Minimization

File(s)
94-197.pdf (257.79 KB)
94-197.ps (286.59 KB)
Permanent Link(s)
https://hdl.handle.net/1813/5530
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 [11], 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 are proposed to obtain a limitpoint satisfying complementarity, dual feasibility, and second order optimality. In this paper, we present the global convergence properties of this new approach.

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
•
global convergence
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/94-197
Type
technical report

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