A Trust Region and Affine Scaling Method for Nonlinearly ConstrainedMinimization
| dc.contributor.author | Li, Yuying | en_US |
| dc.date.accessioned | 2007-04-23T16:26:06Z | |
| dc.date.available | 2007-04-23T16:26:06Z | |
| dc.date.issued | 1994-11 | en_US |
| dc.description.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}. | en_US |
| dc.format.extent | 257848 bytes | |
| dc.format.extent | 285298 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.cs/TR94-1463 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1813/6072 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Cornell University | en_US |
| dc.subject | computer science | en_US |
| dc.subject | technical report | en_US |
| dc.title | A Trust Region and Affine Scaling Method for Nonlinearly ConstrainedMinimization | en_US |
| dc.type | technical report | en_US |