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  5. On Global Convergence of A Trust Region and Affine Scaling Methodfor Nonlinearly Constrained Minimization

On Global Convergence of A Trust Region and Affine Scaling Methodfor Nonlinearly Constrained Minimization

File(s)
94-1462.pdf (257.79 KB)
94-1462.ps (286.59 KB)
Permanent Link(s)
https://hdl.handle.net/1813/6071
Collections
Computer Science Technical Reports
Author
Li, Yuying
Abstract

A nonlinearly constrained optimization 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 \cite{Li94a}, 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 limit point 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
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR94-1462
Type
technical report

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