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

Author(s)

Weihua Miao
Wenyu Sun
Chuangying Dang

Detail(s)

Original language	English
Pages (from-to)	578-587
Journal / Publication	Applied Mathematics and Computation
Volume	174
Issue number	1
Publication status	Published - 1 Mar 2006

Link(s)

DOI	DOI https://doi.org/10.1016/j.amc.2005.04.111 Final Published version
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Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-33344467787&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(a141e812-7b1a-4610-b512-1062f3f6f30f).html

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.

Research Area(s)

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

Citation Format(s)

[ RIS ] [ BibTeX ]

A practical penalty trust-region method for equality-constrained optimization problems. / Miao, Weihua; Sun, Wenyu; Dang, Chuangying.

In: Applied Mathematics and Computation, Vol. 174, No. 1, 01.03.2006, p. 578-587.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Miao, W, Sun, W & Dang, C 2006, 'A practical penalty trust-region method for equality-constrained optimization problems', Applied Mathematics and Computation, vol. 174, no. 1, pp. 578-587. https://doi.org/10.1016/j.amc.2005.04.111

Miao, W., Sun, W., & Dang, C. (2006). A practical penalty trust-region method for equality-constrained optimization problems. Applied Mathematics and Computation, 174(1), 578-587. https://doi.org/10.1016/j.amc.2005.04.111

Miao W, Sun W, Dang C. A practical penalty trust-region method for equality-constrained optimization problems. Applied Mathematics and Computation. 2006 Mar 1;174(1):578-587. https://doi.org/10.1016/j.amc.2005.04.111

Miao, Weihua ; Sun, Wenyu ; Dang, Chuangying. / A practical penalty trust-region method for equality-constrained optimization problems. In: Applied Mathematics and Computation. 2006 ; Vol. 174, No. 1. pp. 578-587.