A practical penalty trust-region method for equality-constrained optimization problems
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摘要
The ill-conditioned subproblems appeared in constrained optimization can often impede the preformance of optimization algorithms. In this paper we introduce a class of efficient iterative semi-refinement technique to solve the ill-conditioned trust-region subproblems. The nonmonotone technique is also used to increase the efficiency of the algorithm. The numerical results show that the presented method is competitive.
论文关键词:Quadratic penalty function,Iterative semi-refinement,Ill-conditioned,Trust region subproblem
论文评审过程:Available online 5 July 2005.
论文官网地址:https://doi.org/10.1016/j.amc.2005.04.111