A TRUST REGION ALGORITHM WITH NULL SPACE TECHNIQUE FOR EQUALITY CONSTRAINED OPTIMIZATION

摘要

This paper presents a trust region algorithm with null space technique fornonlinear equality constrained optimizationConsidering in the null space methods that,the convergent rate of range space step is faster than the null space step for the most cases,the proposed algorithm computes null steps more often than range space stepMoreover,the new algorithm is based on the reduced Hessian SQP methodGlobal convergence ofthe proposed algorithm is provedThe effectiveness of the method is demonstrated bysome numerical examples.