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Journal of Applied Mathematics and Computing

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01.02.2016 | Original Research

On a globally convergent trust region algorithm with infeasibility control for equality constrained optimization

verfasst von: Xiaojing Zhu

Erschienen in: Journal of Applied Mathematics and Computing | Ausgabe 1-2/2016

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Abstract

Recently, a novel step acceptance mechanism for equality constrained optimization was proposed by Zhu and Pu (Comput. Appl. Math. 31(2):407–432, 2012). This new mechanism uses an infeasibility control technique that is quite different from traditional penalty functions and filters. However, in that paper, global convergence of the algorithm with this new mechanism was proved in a double trust regions framework where a strong assumption on step sizes must be required. In this paper, we improve Zhu and Pu’s work and furnish a complete global convergence proof for this infeasibility control mechanism in a standard trust region framework where some mild assumptions are sufficient. In addition, numerical results on a number of CUTEr problems accompanied by comparison with SNOPT show the efficiency of the proposed algorithm.

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Titel: On a globally convergent trust region algorithm with infeasibility control for equality constrained optimization
verfasst von: Xiaojing Zhu
Publikationsdatum: 01.02.2016
Verlag: Springer Berlin Heidelberg
Erschienen in: Journal of Applied Mathematics and Computing / Ausgabe 1-2/2016
Print ISSN: 1598-5865
Elektronische ISSN: 1865-2085
DOI: https://doi.org/10.1007/s12190-015-0870-1

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