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A Fractional Trust Region Method for Linear Equality Constrained Optimization

Honglan Zhu, Qin Ni, Liwei Zhang and Weiwei Yang

Discrete Dynamics in Nature and Society, 2016, vol. 2016, 1-10

Abstract:

A quasi-Newton trust region method with a new fractional model for linearly constrained optimization problems is proposed. We delete linear equality constraints by using null space technique. The fractional trust region subproblem is solved by a simple dogleg method. The global convergence of the proposed algorithm is established and proved. Numerical results for test problems show the efficiency of the trust region method with new fractional model. These results give the base of further research on nonlinear optimization.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:8676709

DOI: 10.1155/2016/8676709

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