A trust-region algorithm is presented for a nonlinear optimization problem of equality-constraints. The characterization of the algorithm is using inexact gradient information. Global convergence results are demonstra...A trust-region algorithm is presented for a nonlinear optimization problem of equality-constraints. The characterization of the algorithm is using inexact gradient information. Global convergence results are demonstrated where the gradient values are obeyed a simple relative error condition.展开更多
文摘A trust-region algorithm is presented for a nonlinear optimization problem of equality-constraints. The characterization of the algorithm is using inexact gradient information. Global convergence results are demonstrated where the gradient values are obeyed a simple relative error condition.