A practical trust region method for equality constrained optimization problems

1993 ◽  
Vol 2 (1) ◽  
pp. 45-68
Author(s):  
Jianzhong Zhang ◽  
Detong Zhu ◽  
Yuanan FAN
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Constrained Optimization Problems ◽  
Region Method ◽  
Equality Constrained Optimization

scholarly journals A Fractional Trust Region Method for Linear Equality Constrained Optimization

2016 ◽  
Vol 2016 ◽  
pp. 1-10 ◽  
Author(s):  
Honglan Zhu ◽  
Qin Ni ◽  
Liwei Zhang ◽  
Weiwei Yang
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Null Space ◽  
Trust Region Method ◽  
Trust Region ◽  
Test Problems ◽  
Fractional Model ◽  
Region Method ◽  
Linear Equality ◽  
Space Technique

A quasi-Newton trust region method with a new fractional model for linearly constrained optimization problems is proposed. We delete linear equality constraints by using null space technique. The fractional trust region subproblem is solved by a simple dogleg method. The global convergence of the proposed algorithm is established and proved. Numerical results for test problems show the efficiency of the trust region method with new fractional model. These results give the base of further research on nonlinear optimization.

Nonmonotone conic trust region method with line search technique for bound constrained optimization

2019 ◽  
Vol 53 (3) ◽  
pp. 787-805
Author(s):  
Lijuan Zhao
Keyword(s):  
Constrained Optimization ◽  
Line Search ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Affine Scaling ◽  
Search Technique ◽  
Region Method ◽  
Bound Constrained Optimization ◽  
Line Search Technique

In this paper, we propose a nonmonotone trust region method for bound constrained optimization problems, where the bounds are dealt with by affine scaling technique. Differing from the traditional trust region methods, the subproblem in our algorithm is based on a conic model. Moreover, when the trial point isn’t acceptable by the usual trust region criterion, a line search technique is used to find an acceptable point. This procedure avoids resolving the trust region subproblem, which may reduce the total computational cost. The global convergence and Q-superlinear convergence of the algorithm are established under some mild conditions. Numerical results on a series of standard test problems are reported to show the effectiveness of the new method.

scholarly journals An Active Set Trust-Region Method for Bound-Constrained Optimization

2021 ◽  
Author(s):  
Morteza Kimiaei
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Positive Definiteness ◽  
Active Set ◽  
Sufficient Descent Condition ◽  
Critical Measure ◽  
Complexity Result ◽  
Bound Constrained Optimization

AbstractThis paper discusses an active set trust-region algorithm for bound-constrained optimization problems. A sufficient descent condition is used as a computational measure to identify whether the function value is reduced or not. To get our complexity result, a critical measure is used which is computationally better than the other known critical measures. Under the positive definiteness of approximated Hessian matrices restricted to the subspace of non-active variables, it will be shown that unlimited zigzagging cannot occur. It is shown that our algorithm is competitive in comparison with the state-of-the-art solvers for solving an ill-conditioned bound-constrained least-squares problem.

Based on GA Mixed with Trust Region Method Solving Nonlinear Least Square Problems

2011 ◽  
Vol 141 ◽  
pp. 92-97
Author(s):  
Miao Hu ◽  
Tai Yong Wang ◽  
Bo Geng ◽  
Qi Chen Wang ◽  
Dian Peng Li
Keyword(s):  
Genetic Algorithm ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Least Square ◽  
Search Range ◽  
Genetic Search ◽  
Region Method ◽  
Unconstrained Optimization Problems ◽  
Least Square Problems

Nonlinear least square is one of the unconstrained optimization problems. In order to solve the least square trust region sub-problem, a genetic algorithm (GA) of global convergence was applied, and the premature convergence of genetic algorithms was also overcome through optimizing the search range of GA with trust region method (TRM), and the convergence rate of genetic algorithm was increased by the randomness of the genetic search. Finally, an example of banana function was established to verify the GA, and the results show the practicability and precision of this algorithm.

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