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Persistent URL http://purl.org/net/epubs/work/29650
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Record Id 29650
Title A Primal-Dual Trust-Region Algorithm for Minimizing a Non-Convex Function Subject to General Inequality and Linear Equality Constraints
Abstract A new primal-dual algorithm is proposed for the minimization of non-convex objective functions subject to general inequality and linear equality constraints. The method uses a primal-dual trust-region model to ensure descent on a suitable merit function. Convergence is proved to second-order critical points from arbitrary starting points. Preliminary numerical results are presented.
Organisation CCLRC
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Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-1999-054. 1999. raltr-1999054.pdf 1999