Abstract
This paper considers some
aspects of two classes of trust region methods for solving constrained
optimization problems. The first class proposed by Toint uses
techniques based on the explicitly calculated projected gradient while
the second class proposed by Conn, Gould, Sartenaer and Toint allows
for inexact projections on the constraints. We propose and analyze,
for each class, a step-size rule in the spirit of the Armijo rule for
the determination of a Generalized Cauchy Point. We then prove under
mild assumptions that, in both cases, the classes preserve their
theoretical properties of global convergence and identification of the
correct active set in a finite number of iterations. Numerical issues
are also discussed for both classes.
Original language | English |
---|---|
Pages (from-to) | 61-75 |
Number of pages | 15 |
Journal | Belgian Journal of Operations Research, Statistics and Computer Science |
Volume | 33 |
Issue number | 4 |
Publication status | Published - 1993 |