An Improved Trust Region Algorithm for Nonlinear Constrained Optimization

摘要：

In this paper, we present an improved trust region algorithm for nonlinear constrained optimization, which gives an assistant feasible decent direction in order to reduce the number of calculation. Base on some assume, the global convergence and superlinear convergence of this method are given.

关键词： nonlinear constrained optimization trust region algorithm feasible decent direction global convergence superlinear convergence

作者: Yu Liu Zhi-yuan Tian Qi Zhang

作者单位: College of Mathematics, Qingdao University, Qingdao, China 266071

会议类型: 国际会议

会议名称: 第二届中国对策论及其应用国际学术会议(The Second International Conference on Game Theory and Applications)

会议地点: 青岛

会议语种:英文

页码: 123-126

在线出版日期: 2007-09-17（万方平台首次上网日期，不代表论文的发表时间）