An affine scaling and trust region method for nonlinearly constrained minimization
Conference
·
OSTI ID:36221
A nonlinearly constrained optimization problem can be solved by an exact penalty approach involving nondifferentiable functions 1-norm of F(x) and max(O,G(x)). In this talk, we propose a trust region approach with a 2-norm subproblem for solving the nonlinear 11 problem. The (quadratic) approximation and the subproblem are defined using affine scaling techniques. Explicit sufficient decrease conditions based on the approximations are established for obtaining a limit point satisfying the complementary conditions, Kuhn-Tucker conditions and second order necessary conditions. Preliminary numerical experience will be reported.
- OSTI ID:
- 36221
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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