A trust-region algorithm for equality-constrained optimization via a reduced dimension approach. (Q1872933)
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| English | A trust-region algorithm for equality-constrained optimization via a reduced dimension approach. |
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A trust-region algorithm for equality-constrained optimization via a reduced dimension approach. (English)
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19 May 2003
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The authors present a trust-region algorithm for equality-constrained optimization problems using the scheme of \textit{R. Byrd} and \textit{E. Omojokun} [Robust trust-region methods for nonlinearly constrained optimization, SIAM Conference on Optimization, Houston, TX (1987)]. The given algorithm differs from the Byrd-Omojokun scheme with a reduced dimension approach in computing each tangential component. Global convergence of the algorithm is proved. Three numerical examples are given.
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optimization
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trial step
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global convergence
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trust-region method
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exact penalty function
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algorithm
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numerical examples
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