Computing a Trust Region Step for a Penalty Function

DOI10.1137/0911012zbMath0689.65039OpenAlexW2052172344MaRDI QIDQ3031840

C. Hempel, Thomas F. Coleman

Publication date: 1990

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/6687

zbMATH Keywords

computational experimentsCholesky factorizationpenalty functionpenalty parameterBunch-Parlett factorizationmodel trust region problem

Mathematics Subject Classification ID

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

Related Items (2)

On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds ⋮ An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables

Uses Software

• GQTPAR

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