Volume 21, Issue 1
Linear Systems Associated with Numerical Methods for Constrained Opitmization

Y. Yuan

J. Comp. Math., 21 (2003), pp. 71-84

Published online: 2003-02

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  • Abstract

Linear systems associated with numerical methods for constrained optimization are discussed in this paper. It is shown that the corresponding subproblems arise in most well-known methods, no matter line search methods or trust region methods for constrained optimization van be expressed as similar systems of linear epuations. All these linear systems can be viewed as some kinds of approximation to the linear system derived by the Lagrange-Newton method. Some properties of these linear systems are analyzed.

  • Keywords

Constrained optimization Linear equations Lagrange-Newton method Trust region Line search

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@Article{JCM-21-71, author = {}, title = {Linear Systems Associated with Numerical Methods for Constrained Opitmization}, journal = {Journal of Computational Mathematics}, year = {2003}, volume = {21}, number = {1}, pages = {71--84}, abstract = { Linear systems associated with numerical methods for constrained optimization are discussed in this paper. It is shown that the corresponding subproblems arise in most well-known methods, no matter line search methods or trust region methods for constrained optimization van be expressed as similar systems of linear epuations. All these linear systems can be viewed as some kinds of approximation to the linear system derived by the Lagrange-Newton method. Some properties of these linear systems are analyzed. }, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/10284.html} }
TY - JOUR T1 - Linear Systems Associated with Numerical Methods for Constrained Opitmization JO - Journal of Computational Mathematics VL - 1 SP - 71 EP - 84 PY - 2003 DA - 2003/02 SN - 21 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/10284.html KW - Constrained optimization KW - Linear equations KW - Lagrange-Newton method KW - Trust region KW - Line search AB - Linear systems associated with numerical methods for constrained optimization are discussed in this paper. It is shown that the corresponding subproblems arise in most well-known methods, no matter line search methods or trust region methods for constrained optimization van be expressed as similar systems of linear epuations. All these linear systems can be viewed as some kinds of approximation to the linear system derived by the Lagrange-Newton method. Some properties of these linear systems are analyzed.
Y. Yuan. (1970). Linear Systems Associated with Numerical Methods for Constrained Opitmization. Journal of Computational Mathematics. 21 (1). 71-84. doi:
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