Abstract
A trust region method for nonlinear optimization problems with equality constraints is proposed in this paper. This method incorporates quadratic subproblems in which orthogonal projective matrices of the Jacobian of constraint functions are used to replace QR decompositions. As QR decomposition does not ensure continuity, but projective matrix does, convergence behaviour of the new method can be discussed under more reasonable assumptions. The method maintains a two-step feature: one movement in the range space of the Jacobian, whereas the other one in the null space. It is proved that all accumulation points of iterates are KKT (Karush-Kuhn-Tucker) points and the method has a one-step superlinear convergence rate.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
