A Primal-Dual Trust-Region Algorithm for Minimizing a Non-Convex Function Subject to General Inequality and Linear Equality Constraints

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Persistent URL	http://purl.org/net/epubs/work/29650
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Record Id	29650
Title	A Primal-Dual Trust-Region Algorithm for Minimizing a Non-Convex Function Subject to General Inequality and Linear Equality Constraints
Contributors	AR Conn, N I M Gould, D Orban, PL Toint
Abstract	A new primal-dual algorithm is proposed for the minimization of non-convex objective functions subject to general inequality and linear equality constraints. The method uses a primal-dual trust-region model to ensure descent on a suitable merit function. Convergence is proved to second-order critical points from arbitrary starting points. Preliminary numerical results are presented.
Organisation	CCLRC
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Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-1999-054. 1999.		raltr-1999054.pdf	1999