Compute a Celis-Dennis-Tapia Step

Authors

  • Gai-Di Li & Ya-Xiang Yuan

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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Section

Articles

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