Abstract.
In this paper, a new trust region method is presented for general constrained optimization problem. In this algorithm, the trial step is obtained by solving two quadratic programming problems with bound constraints. The algorithm is implementable easily. Then we prove that the method is globally convergent without regularity assumptions. Preliminary numerical experiments show the efficiency of the algorithm.
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The author would like to thank the referee for his valuable comments and suggestions. This work is supported in part by National Science Foundation of China (Grant No. 10171055,70302003 and China Postdoctoral Science Foundation).
Manuscript received: June 2003/Final version received: November 2003
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Zhang, Jl. A robust trust region method for general constrained optimization. Math Meth Oper Res 60, 73–85 (2004). https://doi.org/10.1007/s001860300333
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DOI: https://doi.org/10.1007/s001860300333