CONIC TRUST REGION METHOD FOR LINEARLY CONSTRAINED OPTIMIZATION

• 来源期刊: 计算数学（英文版）
• 学科: 数学
• 关键词: Trust region method Conic model Constrained optimization.
• 年，卷（期）: 2003,（3）
• 页码范围: 295-304
• 页数: 10页
• 分类号: O1
• 语种: 英文

摘要

In this paper we present a trust region method of conic model for linearly constrainedoptimization problems. We discuss trust region approaches with conic model subproblems.Some equivalent variation properties and optimality conditions are given. A trust regionalgorithm based on conic model is constructed. Global convergence of the method isestablished.