On Global Convergence of a Trust Region and Affine Scaling Method for Nonlinearly Constrained Minimization
| dc.contributor.author | Li, Yuying | en_US |
| dc.date.accessioned | 2007-04-04T13:07:40Z | |
| dc.date.available | 2007-04-04T13:07:40Z | |
| dc.date.issued | 1994-11 | en_US |
| dc.description.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. | en_US |
| dc.format.extent | 263978 bytes | |
| dc.format.extent | 293469 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.citation | http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/94-197 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1813/5530 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Cornell University | en_US |
| dc.subject | theory center | en_US |
| dc.subject | nonlinearly constrained minimization | en_US |
| dc.subject | trust region | en_US |
| dc.subject | sufficient decrease conditions | en_US |
| dc.subject | affine scaling | en_US |
| dc.subject | exact penalty | en_US |
| dc.subject | nonlinear l 1 problem | en_US |
| dc.subject | global convergence | en_US |
| dc.title | On Global Convergence of a Trust Region and Affine Scaling Method for Nonlinearly Constrained Minimization | en_US |
| dc.type | technical report | en_US |