TY - JOUR
T1 - Conic Trust Region Method for Linearly Constrained Optimization
AU - Sun , Wen-Yu
AU - Yuan , Jin-Yun
AU - Yuan , Ya-Xiang
JO - Journal of Computational Mathematics
VL - 3
SP - 295
EP - 304
PY - 2003
DA - 2003/06
SN - 21
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/8881.html
KW - Trust region method, Conic model, Constrained optimization.
AB - <p style="text-align: justify;">In this paper we present a trust region method of conic model for linearly constrained optimization problems. We discuss trust region approaches with conic model subproblems. Some equivalent variation properties and optimality conditions are given. A trust region algorithm based on conic model is constructed. Global convergence of the method is established.</p>