An augmented Lagrangian trust region method for equality constrained optimization

DOI10.1080/10556788.2014.940947zbMath1325.90091OpenAlexW2015060724MaRDI QIDQ2943835

Xiao Wang, Ya-Xiang Yuan

Publication date: 4 September 2015

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2014.940947

zbMATH Keywords

convergenceLagrange multiplierequality constraintspenalty parameteraugmented Lagrangian functiontrust region

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (10)

A penalty method with trust-region mechanism for nonlinear bilevel optimization problem ⋮ An augmented Lagrangian affine scaling method for nonlinear programming ⋮ A stochastic primal-dual method for a class of nonconvex constrained optimization ⋮ A subspace version of the Wang-Yuan augmented Lagrangian-trust region method for equality constrained optimization ⋮ Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs ⋮ Unnamed Item ⋮ An active-set algorithm and a trust-region approach in constrained minimax problem ⋮ A new augmented Lagrangian method for equality constrained optimization with simple unconstrained subproblem ⋮ Stochastic nested primal-dual method for nonconvex constrained composition optimization ⋮ Recent advances in trust region algorithms

Uses Software

• CUTEr

Cites Work

• An adaptive augmented Lagrangian method for large-scale constrained optimization
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• Trust Region Methods
• On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
• Global convergence of SSM for minimizing a quadratic over a sphere
• CUTEr and SifDec
• Benchmarking optimization software with performance profiles.

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