Trust Region Method For Inequality Constrained Optlmlzatlon

Three chapters are included in this paper. Trust region method is introduced in chapter one. A self-adaptive trust region method for equality constrained optimization is proposed in chapter two. The method adaptively generates a suitable trust region radius at each iteration by using information available at the current. iteration . Global convergence analysis of the proposed method is given. A trust region algorithm for inequality constrained programming is proposed in chapter three. An analysis of the convergence properties of the method is presented. Numerical results are given which show the effectiveness of the proposed algorithm.