Article ID Journal Published Year Pages File Type
4637433 Applied Mathematics and Computation 2006 10 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
, , ,