An alternating structured trust region algorithm for separable optimization problems with nonconvex constraints

Dan Xue (), Wenyu Sun () and Liqun Qi ()

Computational Optimization and Applications, 2014, vol. 57, issue 2, 365-386

Abstract: In this paper, we propose a structured trust-region algorithm combining with filter technique to minimize the sum of two general functions with general constraints. Specifically, the new iterates are generated in the Gauss-Seidel type iterative procedure, whose sizes are controlled by a trust-region type parameter. The entries in the filter are a pair: one resulting from feasibility; the other resulting from optimality. The global convergence of the proposed algorithm is proved under some suitable assumptions. Some preliminary numerical results show that our algorithm is potentially efficient for solving general nonconvex optimization problems with separable structure. Copyright Springer Science+Business Media New York 2014

Keywords: Nonconvex programming; Trust region methods; Alternating direction methods; Separable structure; Filter method (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10589-013-9597-9

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