Skip to main content


eCommons@Cornell >
College of Engineering >
Computer Science >
Computer Science Technical Reports >

Please use this identifier to cite or link to this item:
Title: On Global Convergence of A Trust Region and Affine Scaling Methodfor Nonlinearly Constrained Minimization
Authors: Li, Yuying
Keywords: computer science
technical report
Issue Date: Nov-1994
Publisher: Cornell University
Abstract: A nonlinearly constrained optimization problem can be solved by the exact penalty approach involving nondifferentiable functions $\sum_{i} |c_i(x)|$ and $\sum_{i}\max(0,c_i(x))$. In \cite{Li94a}, a trust region affine scaling approach based on a 2-norm subproblem is proposed for solving a nonlinear $l_1$ problem. The (quadratic) approximation and the trust region subproblem are defined using affine scaling techniques. Explicit sufficient decrease conditions are proposed to obtain a limit point satisfying complementarity, dual feasibility, and second order optimality. In this paper, we present the global convergence properties of this new approach.
Appears in Collections:Computer Science Technical Reports

Files in This Item:

File Description SizeFormat
94-1462.pdf257.79 kBAdobe PDFView/Open
94-1462.ps286.59 kBPostscriptView/Open

Refworks Export

Items in eCommons are protected by copyright, with all rights reserved, unless otherwise indicated.


© 2014 Cornell University Library Contact Us