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

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

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)578-587
Journal / PublicationApplied Mathematics and Computation
Volume174
Issue number1
Publication statusPublished - 1 Mar 2006

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