A CLASS OF TRUST REGION METHODS FOR NONLINEAR NETWORK OPTIMIZATION PROBLEMS

Authors
Citation
A. Sartenaer, A CLASS OF TRUST REGION METHODS FOR NONLINEAR NETWORK OPTIMIZATION PROBLEMS, SIAM journal on optimization, 5(2), 1995, pp. 379-407
Citations number
23
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
10526234
Volume
5
Issue
2
Year of publication
1995
Pages
379 - 407
Database
ISI
SICI code
1052-6234(1995)5:2<379:ACOTRM>2.0.ZU;2-J
Abstract
We describe the results of a series of tests upon a class of new metho ds of trust region type for solving the nonlinear network optimization problem. The trust region technique considered is characterized by th e use of the infinity norm and of inexact projections on the network c onstraints. The results are encouraging and show that this approach is particularly useful in solving large-scale nonlinear network optimiza tion problems, especially when many bound constraints are expected to be active at the solution.