WebWe study an approach for minimizing a convex quadratic function subject to two quadratic constraints. This problem stems from computing a trust-region step for an SQP algorithm proposed by Celis, Dennis and Tapia (1985) for equality constrained optimization. Our approach is to reformulate the problem into a univariate nonlinear equationφ(μ)=0 where … WebAbstract. We study an approach for minimizing a convex quadratic function subject to two quadratic constraints. This problem stems from computing a trust-region step for an SQP …

Trust Region Methods for Unconstrained Optimisation

WebJun 1, 2015 · Due to the trust region constraint, nonconvex models can be used in trust region subproblems, and trust region algorithms can be applied to nonconvex and ill-conditioned problems. Normally it is easier to establish the global convergence of a trust region algorithm than that of its line search counterpart. In the paper, we review recent … WebAn algorithm is proposed for the problem of minimizing a quadratic function subject to an ellipsoidal constraint which is guaranteed to produce a nearly optimal solution in a finite number of iterations. A robust and efficient algorithm for this problem is required to compute the step between iterates in trust region methods for optimization problems. We also … leather computer briefcases

(PDF) On the Globalization of ASPIN Employing Trust-Region …

WebJun 1, 2015 · All the trust region algorithms that obtain the trial step by computing a range-space step (also called vertical step or normal step) and a null-space step (also called horizon tal step or ... WebAbstract. The problem of minimizing a quadratic function subject to an ellipsoidal constraint when the matrix involved is the Hessian of a quadratic penalty function (i.e., … WebA robust and efficient algorithm for this problem is required to compute the step between iterates in trust region methods for optimization problems. We also consider the use of … leather computer cases for women