A trust region algorithm for equality constrained optimization
Publication:1174456
DOI10.1007/BF01588787zbMath0816.90121OpenAlexW1989033306MaRDI QIDQ1174456
M. J. D. Powell, Ya-Xiang Yuan
Publication date: 25 June 1992
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01588787
trust regionsquadratic programming subproblemlocal superlinear convergenceglobal convergence propertiesequality constrained nonlinear optimization
Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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Cites Work
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- The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
- A trust region algorithm for equality constrained optimization
- On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
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- A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
- A recursive quadratic programming algorithm that uses differentiable exact penalty functions
- A Trust Region Algorithm for Nonlinearly Constrained Optimization
- Computing Optimal Locally Constrained Steps
- On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
- On the Convergence of Some Constrained Minimization Algorithms Based on Recursive Quadratic Programming
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