Compute a Celis-Dennis-Tapia Step
Keywords:
The CDT subproblem, Local solution, Global solution, Dual function.Abstract
In this paper, we present an algorithm for the CDT subproblem. This problem stems from computing a trust region step of an algorithm, which was first proposed by Celis, Dennis and Tapia for equality constrained optimization. Our algorithm considers general case of the CDT subproblem, and convergence of the algorithm is proved. Numerical examples are also provided.
Published
2005-10-02
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How to Cite
Compute a Celis-Dennis-Tapia Step. (2005). Journal of Computational Mathematics, 23(5), 463-478. https://www.global-sci.com/index.php/JCM/article/view/11725