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A trust-region and affine scaling algorithm for linearly constrained optimization

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Abstract

A new trust-region and affine scaling algorithm for linearly constrained optimization is presented in this paper. Under no nondegenerate assumption, we prove that any limit point of the sequence generated by the new algorithm satisfies the first order necessary condition and there exists at least one limit point of the sequence which satisfies the second order necessary condition. Some preliminary numerical experiments are reported.

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Authors and Affiliations

  1. Department of Mathematics, Suzhou University, 215006, Suzhou, China

    Chen Zhongwen

  2. Institute of Applied Mathematics, Academy of Mathematics and System Sciences (AMSS), Chinese Academy of Sciences (CAS), 100080, Beijing, China

    Zhang Xiangsun

Authors
  1. Chen Zhongwen
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  2. Zhang Xiangsun
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Corresponding authors

Correspondence to Chen Zhongwen or Zhang Xiangsun.

Additional information

The work was done while visiting Institute of Applied Mathematics, AMSS, CAS.

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Zhongwen, C., Xiangsun, Z. A trust-region and affine scaling algorithm for linearly constrained optimization. Sci. China Ser. A-Math. 45, 1390–1397 (2002). https://doi.org/10.1007/BF02880033

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  • DOI: https://doi.org/10.1007/BF02880033

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