An interior-point trust-funnel algorithm for nonlinear optimization

DOI10.1007/S10107-016-1003-9zbMath1355.65075OpenAlexW2333358170WikidataQ58185646 ScholiaQ58185646MaRDI QIDQ507313

Nicholas I. M. Gould, Frank E. Curtis, Daniel P. Robinson, Phillipe L. Toint

Publication date: 3 February 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://purl.org/net/epubs/work/11292235

zbMATH Keywords

nonlinear optimizationtrust-region methodsfunnel mechanism

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (9)

On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods ⋮ A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results ⋮ Convergence of a stabilized SQP method for equality constrained optimization ⋮ A direct discretization recurrent neurodynamics method for time-variant nonlinear optimization with redundant robot manipulators ⋮ An interior point method for nonlinear optimization with a quasi-tangential subproblem ⋮ A local MM subspace method for solving constrained variational problems in image recovery ⋮ Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization ⋮ A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs ⋮ Recent advances in trust region algorithms

Uses Software

• GALAHAD
• LOQO
• SNOPT
• Ipopt
• CQP

Cites Work

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