Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems (Q4678767)
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scientific article; zbMATH DE number 2171218
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| English | Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems |
scientific article; zbMATH DE number 2171218 |
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Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems (English)
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23 May 2005
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nonlinear optimization
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trust region method
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inequality constraints
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global convergence
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algorithm
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quadratic subproblem
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0.9252203702926636
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0.9223355650901794
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0.8975716829299927
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The authors present a new trust region algorithm for solving the nonlinear inequality constrained problems. By using duality theory, the solving of the original nonlinear inequality constrained problem is changed into solving a nonnegative constrained optimization problem. A trust region algorithm for solving the dual problem is constructed, hence, at each iteration only a quadratic subproblem with simple bound constraints is solved. Under the assumption that the sequence generated by the algorithm is contained in some bounded closed set, it is proved that the presented algorithm either terminates after finite number of iterations, or any accumulation point of the sequence is a Karush-Kuhn-Tucker point of the original optimization problem.
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