A trust region algorithm for constrained optimization
نویسنده
چکیده
We review the main techniques used in trust region algorithms for nonlinear constrained optimization. 1. Trust Region Idea Constrained optimization is to minimize a function subject to finitely many algebraic equation and inequality conditions. It has the following form
منابع مشابه
Multiobjective Imperialist Competitive Evolutionary Algorithm for Solving Nonlinear Constrained Programming Problems
Nonlinear constrained programing problem (NCPP) has been arisen in diverse range of sciences such as portfolio, economic management etc.. In this paper, a multiobjective imperialist competitive evolutionary algorithm for solving NCPP is proposed. Firstly, we transform the NCPP into a biobjective optimization problem. Secondly, in order to improve the diversity of evolution country swarm, and he...
متن کاملNonlinear Optimization: Trust Region Algorithms
In this paper, we review the trust region algorithms for nonlinear optimization. The philosophy and the fundamental ideas of trust region algorithms are discussed. Model algorithms for unconstrained optimization, constrained optimization, and nonsmooth optimization are given. Main techniques for global convergence and local superlinear convergence are analyzed.
متن کاملSolving the Unconstrained Optimization Problems Using the Combination of Nonmonotone Trust Region Algorithm and Filter Technique
In this paper, we propose a new nonmonotone adaptive trust region method for solving unconstrained optimization problems that is equipped with the filter technique. In the proposed method, the various nonmonotone technique is used. Using this technique, the algorithm can advantage from nonmonotone properties and it can increase the rate of solving the problems. Also, the filter that is used in...
متن کاملA globally and superlinearly convergent trust-region SQP method without a penalty function for nonlinearly constrained optimization
In this paper, we propose a new trust-region SQP method, which uses no penalty function, for solving nonlinearly constrained optimization problem. Our method consists of alternate two algorithms. Specifically, we alternately proceed the feasibility restoration algorithm and the objective function minimization algorithm. The global and superlinear convergence property of the proposed method is s...
متن کاملCONSTRAINED BIG BANG-BIG CRUNCH ALGORITHM FOR OPTIMAL SOLUTION OF LARGE SCALE RESERVOIR OPERATION PROBLEM
A constrained version of the Big Bang-Big Crunch algorithm for the efficient solution of the optimal reservoir operation problems is proposed in this paper. Big Bang-Big Crunch (BB-BC) algorithm is a new meta-heuristic population-based algorithm that relies on one of the theories of the evolution of universe namely, the Big Bang and Big Crunch theory. An improved formulation of the algorithm na...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Int. J. Comput. Math.
دوره 74 شماره
صفحات -
تاریخ انتشار 2000