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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/6071
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
Citation: http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR94-1462
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.
URI: http://hdl.handle.net/1813/6071
Appears in Collections:Computer Science Technical Reports

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