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Chinese Journal of Management Science ›› 2001, Vol. ›› Issue (6): 26-30.

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A Trust Region Algorithm for Solving Optimization Problem with Equality Constraints

DONG Ji-chang1, SHI Jian-ming2, WANG Shou-yang1, XUE Yi3   

  1. 1. A cademy of Mathematics and System Sciences, CAS, Beijing 100080, China;
    2. School of Management, Science Uuivevsity of Tokyo, Kuki, Saitama 346, Japan;
    3. College of Applied Mathematics and Physics, Beijing Poly technic University, Beijing 100022, China
  • Received:2001-03-27 Revised:2001-08-31 Online:2001-12-28 Published:2012-03-06

Abstract: A trust region algorithm is presented for solving optimization problem with equality constraints The algorithm uses the Byrd and Omojokun scheme to compute the steps,and decomposes the trial steps into two components:normal component and tangential component But it differs from the Byrd and Omojokun algorithm with a reduced dimension approach in computing each tangential component Global convergence can be proved under some mild assumptions.

Key words: optimization, trial step, global convergence, trust region method, exact penalty functions

CLC Number: