A trust-region method by active-set strategy for general nonlinear optimization

作者：Ji Ying; Zhang Ke Cun; Qu Shao Jian^*; Zhou Ying

来源：Computers & Mathematics with Applications, 2007, 54(2): 229-241.

DOI：10.1016/j.camwa.2007.02.003

• general nonlinear optimization
• trust-region method
• active-set strategy
• L-1 penalty function
• global convergence

The paper explores a trust-region active-set algorithm for general nonlinear optimization with nonlinear equality and inequality constraints. In this algorithm, an active-set strategy is used together with trust-region methods to compute the trial step. L-1 penalty functions are employed to obtain the global convergence. The global convergence of this algorithm is proved under standard conditions. The numerical tests show the efficiency of the proposed algorithm.

• 出版日期2007-7
• 单位西安交通大学