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A structured trust region method for nonconvex programming with separable structure. (English) Zbl 1264.65091
Summary: In this paper, we present a structured trust region algorithm for nonconvex programming with separable structure. We obtain the trial step by decomposing the step into its normal and tangential components. The structure of the problem is dealt with in the framework of the trust region. The global convergence is proved for the proposed algorithm. The preliminary numerical results show that the proposed algorithm is potentially efficient.
MSC:
65K05Mathematical programming (numerical methods)
90C26Nonconvex programming, global optimization
90C30Nonlinear programming