On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure

查看全文 作　　者：XUE [1]Dan;SUN [1]WenYu

机构地区：[1]School of Mathematical Sciences,Jiangsu Key Labratory for NSLSCS,Nanjing Normal University

出　　处：《Science China Mathematics》索引2014年第57卷第6期,共16页

基　　金：supported by National Natural Science Foundation of China (Grant Nos. 11071122 and 11171159);the Specialized Research Fund of Doctoral Program of Higher Education of China (Grant No. 20103207110002) 摘　　要：In this paper,we propose a derivative-free trust region algorithm for constrained minimization problems with separable structure,where derivatives of the objective function are not available and cannot be directly approximated.At each iteration,we construct a quadratic interpolation model of the objective function around the current iterate.The new iterates are generated by minimizing the augmented Lagrangian function of this model over the trust region.The filter technique is used to ensure the feasibility and optimality of the iterative sequence.Global convergence of the proposed algorithm is proved under some suitable assumptions. 关键词：信赖域算法约束优化问题收敛性分析导数结构分离迭代序列拉格朗日函数

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On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure

参考文献(35)

引证文献(2)

耦合文献(43)

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