Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4629417 | Applied Mathematics and Computation | 2012 | 11 Pages |
Abstract
In this paper, we propose a new penalty-free-type method for nonlinear equality constrained problems. The new algorithm uses trust region framework and feasibility safeguarding technique. Moreover, it has no choice of penalty parameter and penalty function as a merit function, and it does not use the filter technique to avoid the penalty function either. We analyze the global convergence of the main algorithm under the standard assumptions. The preliminary numerical tests are reported.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Songqiang Qiu, Zhongwen Chen,