Title :
Trust-region Filter Method with 3-piecewise Linear NCP Function
Author :
Zhou, Min ; Shang, Youlin ; Wang, Rufeng
Author_Institution :
Dept. of Math., Henan Univ. of Sci. & Technol., Luoyang, China
Abstract :
In this paper, we use a 3-piecewise linear NCP function and propose a filter trust region method for constrained nonlinear optimization problems. based on the confrence [8], we replace the nonlinear unreasonable NCP function to the linear reasonable NCP function, and correct the filter in violation constrained function with 3-piecewise linear NCP function, At the same time prove that the filter method with global convergence.
Keywords :
constraint theory; convergence; nonlinear programming; piecewise linear techniques; 3-piecewise linear NCP function; constrained nonlinear optimization problem; global convergence; linear reasonable NCP function; trust-region filter method; violation constrained function; Algorithm design and analysis; Convergence; Filtering algorithms; Maximum likelihood detection; Nonlinear filters; Optimization; NCP function; convergence; filter; trust region;
Conference_Titel :
Computational Sciences and Optimization (CSO), 2012 Fifth International Joint Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4673-1365-0
DOI :
10.1109/CSO.2012.76
