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A Trust Region Method with New Conic Model for Linearly Constrained Optimization
Pages: 32-42
Year: Issue:  4
Journal: Operations Research Transactions

Keyword:  Operations researchconstrained optimizationconic modeldogleg methodquasi-Newton algorithmtrust region subproblem;
Abstract: In this paper,a trust region method with new conic model for linearly constrained optimization problems iS proposed.With null space technique,linear equality constraints are deleted in the trust region subproblem.The dogleg method iS used to solve the transformed subproblems.The global convergence of the method under some reasonable conditions iS established and proved. A computer program based on this method has performed for test problems.The theoretical and numerical results show the efficiency of the trust region method with new conic model,and give the base of further research on nonlinear optimization by using new conic model.
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