Projected quasi-Newton algorithm with trust region for constrained optimization

DOI10.1007/BF00940481zbMath0696.90050OpenAlexW2007195025MaRDI QIDQ911465

De-Tong Zhu, Zhang, Jianzhong

Publication date: 1990

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940481

zbMATH Keywords

global convergencesuperlinear convergenceequality constrained optimizationdifferentiable penalty functionstrust-region-type, two- sided projected quasi-Newton methodtwo-sided projected Hessian updating technique

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Uses Software

• GQTPAR

Cites Work

• Unnamed Item
• Some improved projected quasi-Newton algorithms and their convergence. I: Methods and global behavior
• Some improved projected quasi-Newton algorithms and their convergence. II: Local convergence rate and numerical tests
• Computing a Trust Region Step
• A Family of Descent Functions for Constrained Optimization
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• A Trust Region Algorithm for Nonlinearly Constrained Optimization
• An exact penalty function for nonlinear programming with inequalities