A Robust Trust-Region Algorithm with a Nonmonotonic Penalty Parameter Scheme for Constrained Optimization
نویسندگان
چکیده
منابع مشابه
Convergence to a Second-order Point of a Trust-region Algorithm with a Nonmonotonic Penalty Parameter for Constrained Optimization Convergence to a Second-order Point of a Trust-region Algorithm with a Nonmonotonic Penalty Parameter for Constrained Optimization 1
A Abstract In a recent paper, the author (Ref. 1) proposed a trust-region algorithm for solving the problem of minimizing a non-linear function subject to a set of equality constraints. The main feature of the algorithm is that the penalty parameter in the merit function can be decreased whenever it is warranted. He studied the behavior of the penalty parameter and proved several global and loc...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 1995
ISSN: 1052-6234,1095-7189
DOI: 10.1137/0805018