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Volume 23, Issue 5
Compute a Celis-Dennis-Tapia Step

Gai-Di Li & Ya-Xiang Yuan

J. Comp. Math., 23 (2005), pp. 463-478.

Published online: 2005-10

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  • Abstract

In this paper, we present an algorithm for the CDT subproblem. This problem stems from computing a trust region step of an algorithm, which was first proposed by Celis, Dennis and Tapia for equality constrained optimization. Our algorithm considers general case of the CDT subproblem, and convergence of the algorithm is proved. Numerical examples are also provided.

  • Keywords

The CDT subproblem, Local solution, Global solution, Dual function.

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COPYRIGHT: © Global Science Press

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@Article{JCM-23-463, author = {Gai-Di Li and Ya-Xiang Yuan}, title = {Compute a Celis-Dennis-Tapia Step}, journal = {Journal of Computational Mathematics}, year = {2005}, volume = {23}, number = {5}, pages = {463--478}, abstract = {

In this paper, we present an algorithm for the CDT subproblem. This problem stems from computing a trust region step of an algorithm, which was first proposed by Celis, Dennis and Tapia for equality constrained optimization. Our algorithm considers general case of the CDT subproblem, and convergence of the algorithm is proved. Numerical examples are also provided.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/8832.html} }
TY - JOUR T1 - Compute a Celis-Dennis-Tapia Step AU - Gai-Di Li & Ya-Xiang Yuan JO - Journal of Computational Mathematics VL - 5 SP - 463 EP - 478 PY - 2005 DA - 2005/10 SN - 23 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/8832.html KW - The CDT subproblem, Local solution, Global solution, Dual function. AB -

In this paper, we present an algorithm for the CDT subproblem. This problem stems from computing a trust region step of an algorithm, which was first proposed by Celis, Dennis and Tapia for equality constrained optimization. Our algorithm considers general case of the CDT subproblem, and convergence of the algorithm is proved. Numerical examples are also provided.

Gai-Di Li and Ya-Xiang Yuan. (2005). Compute a Celis-Dennis-Tapia Step. Journal of Computational Mathematics. 23 (5). 463-478. doi:
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