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A practical penalty trust-region method for equality-con strained optimization problems
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DOI：10.1016/j.amc.2005.04.111.png)
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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. (c) 2005 Elsevier Inc. All rights reserved.
Keyword:
quadratic penalty function
iterative semi-refinement
ill-conditioned
trust region subproblem
期刊
IF:
3.4
论文数:
2.3W
被引数:
3.3W
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