An Active-Set Projected Trust Region Algorithm for Box Constrained Optimization Problems
- ISSN号:1009-6124
- 期刊名称:Journal of Systems Science and Complexity
- 时间:2015
- 页码:1128-1147
- 分类:O224[理学—运筹学与控制论;理学—数学] TP39[自动化与计算机技术—计算机应用技术;自动化与计算机技术—计算机科学与技术]
- 作者机构:[1]College of Mathematics and Information Science, Guangxi University, Nanning 530004, China., [2]School of Mathematic and Computing Science, Guilin University of Electronic Technology, Guilin 541004,China.
- 相关基金:This research was supported by Guangxi Natural Science Foundation under Grant Nos. 2012GXNSFAA053002 and 2012GXNSFAA053013, and the National Natural Science Foundation of China under Grant Nos. 11261006, 11161003, 71101033, and 71001015.
- 相关项目:约束优化问题的拉格朗日乘子理论与算法研究
关键词:
信赖域算法, 约束优化问题, 信任域, 全局收敛性, 预测, 数值结果, 梯度方向, 算法设计, Active-set strategy, convergence, trust region
中文摘要:
Email: glyuan@gxu.edu.cn;
zxwei@gxu.edu.cn.
Email: zhang1977108@sina.com.