An inexact Newton method for nonconvex equality constrained optimization

DOI10.1007/S10107-008-0248-3zbMath1184.90127OpenAlexW2138831925MaRDI QIDQ847853

Frank E. Curtis, Byrd, Richard H., Nocedal, Jorge

Publication date: 19 February 2010

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

Full work available at URL: https://doi.org/10.1007/s10107-008-0248-3

zbMATH Keywords

Krylov subspace methodsinexact linear system solvers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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Uses Software

• CUTEr
• SifDec
• CUTE

Cites Work

• Unnamed Item
• An interior-point algorithm for nonconvex nonlinear programming
• A note on the convergence of barrier algorithms to second-order necessary points
• Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization
• An augmented Lagrangian interior-point method using directions of negative curvature
• Convergence to Second Order Stationary Points in Inequality Constrained Optimization
• Analysis of Inexact Trust-Region SQP Algorithms
• An Inexact SQP Method for Equality Constrained Optimization
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Solution of Sparse Indefinite Systems of Linear Equations
• CUTE
• On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization
• Trust Region Methods
• Convergence to Second-Order Stationary Points of a Primal-Dual Algorithm Model for Nonlinear Programming
• CUTEr and SifDec
• An Inexact Trust-Region SQP Method with Applications to PDE-Constrained Optimization
• Benchmarking optimization software with performance profiles.

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