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  5. A Trust Region and Affine Scaling Method for Nonlinearly ConstrainedMinimization

A Trust Region and Affine Scaling Method for Nonlinearly ConstrainedMinimization

File(s)
94-1463.ps (278.61 KB)
94-1463.pdf (251.8 KB)
Permanent Link(s)
https://hdl.handle.net/1813/6072
Collections
Computer Science Technical Reports
Author
Li, Yuying
Abstract

A nonlinearly constrained minimization problem can be solved by the exact penalty approach involving nondifferentiable functions $\sum_{i} |c_i(x)|$ and $\sum_{i}\max(0,c_i(x))$. In this paper, a trust region 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. The global convergence analysis of the method is presented in \cite{Li94b}.

Date Issued
1994-11
Publisher
Cornell University
Keywords
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR94-1463
Type
technical report

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