1. A new penalty-free-type algorithm based on trust region techniques
- Author
-
Qiu, Songqiang and Chen, Zhongwen
- Subjects
- *
NONLINEAR theories , *ALGORITHMS , *CONSTRAINED optimization , *FEASIBILITY studies , *STOCHASTIC convergence , *NUMERICAL analysis , *MATHEMATICAL analysis - Abstract
Abstract: In this paper, we propose a new penalty-free-type method for nonlinear equality constrained problems. The new algorithm uses trust region framework and feasibility safeguarding technique. Moreover, it has no choice of penalty parameter and penalty function as a merit function, and it does not use the filter technique to avoid the penalty function either. We analyze the global convergence of the main algorithm under the standard assumptions. The preliminary numerical tests are reported. [Copyright &y& Elsevier]
- Published
- 2012
- Full Text
- View/download PDF