A practical penalty trust-region method for equality-constrained optimization problems

Weihua Miao; Wenyu Sun; Chuangying Dang

doi:10.1016/j.amc.2005.04.111

A practical penalty trust-region method for equality-constrained optimization problems

Weihua Miao, Wenyu Sun, Chuangying Dang

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Abstract

The ill-conditioned subproblems appeared in constrained optimization can often impede the preformance of optimization algorithms. In this paper we introduce a class of efficient iterative semi-refinement technique to solve the ill-conditioned trust-region subproblems. The nonmonotone technique is also used to increase the efficiency of the algorithm. The numerical results show that the presented method is competitive. © 2005 Elsevier Inc. All rights reserved.

Original language	English
Pages (from-to)	578-587
Journal	Applied Mathematics and Computation
Volume	174
Issue number	1
DOIs	https://doi.org/10.1016/j.amc.2005.04.111
Publication status	Published - 1 Mar 2006

Research Keywords

Ill-conditioned
Iterative semi-refinement
Quadratic penalty function
Trust region subproblem

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title = "A practical penalty trust-region method for equality-constrained optimization problems",

abstract = "The ill-conditioned subproblems appeared in constrained optimization can often impede the preformance of optimization algorithms. In this paper we introduce a class of efficient iterative semi-refinement technique to solve the ill-conditioned trust-region subproblems. The nonmonotone technique is also used to increase the efficiency of the algorithm. The numerical results show that the presented method is competitive. {\textcopyright} 2005 Elsevier Inc. All rights reserved.",

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author = "Weihua Miao and Wenyu Sun and Chuangying Dang",

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T1 - A practical penalty trust-region method for equality-constrained optimization problems

AU - Miao, Weihua

AU - Sun, Wenyu

AU - Dang, Chuangying

PY - 2006/3/1

Y1 - 2006/3/1

N2 - The ill-conditioned subproblems appeared in constrained optimization can often impede the preformance of optimization algorithms. In this paper we introduce a class of efficient iterative semi-refinement technique to solve the ill-conditioned trust-region subproblems. The nonmonotone technique is also used to increase the efficiency of the algorithm. The numerical results show that the presented method is competitive. © 2005 Elsevier Inc. All rights reserved.

AB - The ill-conditioned subproblems appeared in constrained optimization can often impede the preformance of optimization algorithms. In this paper we introduce a class of efficient iterative semi-refinement technique to solve the ill-conditioned trust-region subproblems. The nonmonotone technique is also used to increase the efficiency of the algorithm. The numerical results show that the presented method is competitive. © 2005 Elsevier Inc. All rights reserved.

KW - Ill-conditioned

KW - Iterative semi-refinement

KW - Quadratic penalty function

KW - Trust region subproblem

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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-33344467787&origin=recordpage

U2 - 10.1016/j.amc.2005.04.111

DO - 10.1016/j.amc.2005.04.111

M3 - RGC 21 - Publication in refereed journal

SN - 0096-3003

VL - 174

SP - 578

EP - 587

JO - Applied Mathematics and Computation

JF - Applied Mathematics and Computation

IS - 1

ER -

A practical penalty trust-region method for equality-constrained optimization problems

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Research Keywords

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