Convergence properties of trust region methods for linear and convex constraints

DOI10.1007/BF01580867zbMath0711.90060OpenAlexW2035741312MaRDI QIDQ922951

Gerardo Toraldo, James V. Burke, Jorge J. Moré

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf01580867

zbMATH Keywords

sequential quadratic programminglinear constraintstrust region methodprojected gradient methodGlobal convergenceconvex constraintsidentification propertysuperlinear convergence rate

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Methods of reduced gradient type (90C52) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (26)

A trust region method with project step for bound constrained optimization without compact condition ⋮ A matrix-free trust-region Newton algorithm for convex-constrained optimization ⋮ A limited memory quasi-Newton trust-region method for box constrained optimization ⋮ A trust-region strategy for minimization on arbitrary domains ⋮ A Family of Supermemory Gradient Projection Methods for Constrained Optimization ⋮ An active set algorithm for nonlinear optimization with polyhedral constraints ⋮ A class of trust region methods for linear inequality constrained optimization and its theory analysis. I: Algorithm and global convergence ⋮ Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization ⋮ An alternating trust region algorithm for distributed linearly constrained nonlinear programs, application to the optimal power flow problem ⋮ A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization ⋮ Inexact successive quadratic approximation for regularized optimization ⋮ An active set strategy based on the multiplier function or the gradient. ⋮ A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations ⋮ Global convergence of a modified gradient projection method for convex constrained problems ⋮ On large scale nonlinear network optimization ⋮ Stopping rules and backward error analysis for bound-constrained optimization ⋮ A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds ⋮ A projected gradient trust-region method for solving nonlinear systems with convex constraints ⋮ Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization ⋮ A robust trust region method for nonlinear optimization with inequality constraint ⋮ Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems ⋮ Convergence of Affine-Scaling Interior-Point Methods with Line Search for Box Constrained Optimization ⋮ A trust region algorithm for parametric curve and surface fitting ⋮ A projected gradient method with nonmonotonic backtracking technique for solving convex constrained monotone variational inequality problem ⋮ Impulse noise removal by an adaptive trust-region method ⋮ Globally and superlinearly convergent trust-region algorithm for convex \(SC^ 1\)-minimization problems and its application to stochastic programs

Uses Software

• GQTPAR

Cites Work

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• On the convergence of projected gradient processes to singular critical points
• Two-Metric Projection Methods for Constrained Optimization
• Computing a Trust Region Step
• Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space
• On the global convergence of trust region algorithms for unconstrained minimization
• A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
• Projected gradient methods for linearly constrained problems
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables
• On the Identification of Active Constraints
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• An Exact Penalization Viewpoint of Constrained Optimization
• Projected Newton Methods for Optimization Problems with Simple Constraints
• Convex Analysis
• The Gradient Projection Method under Mild Differentiability Conditions
• An algorithm for solving linearly constrained optimization problems

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