A new method of moving asymptotes for large-scale linearly equality-constrained minimization

作者：Wang, Hai-jun^*; Ni, Qin; Liu, Hao

来源：Acta Mathematicae Applicatae Sinica-English Series, 2011, 27(2): 317-328.

DOI：10.1007/s10255-011-0065-y

• method of moving asymptotes
• trust region
• linear search
• large scale
• linear equality constraints

A new method of moving asymptotes for large-scale minimization subject to linear equality constraints is discussed. In this method, linear equality constraints are deleted with null space technique and the descending direction is obtained by solving a convex separable subproblem of moving asymptotes in each iteration. New rules for controlling the asymptotes parameters are designed and the global convergence of the method under some reasonable conditions is established and proved. The numerical results show that the new method may be capable of processing some large scale problems.

• 出版日期2011-4
• 单位中国矿业大学（北京）; 南京工业大学; 南京航空航天大学