On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization

DOI10.1137/S1052623494276026zbMath0891.65073OpenAlexW2067649866WikidataQ58040680 ScholiaQ58040680MaRDI QIDQ4377585

John E. jun. Dennis, Luis Nunes Vicente

Publication date: 10 February 1998

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623494276026

zbMATH Keywords

global convergenceequality-constrained optimizationlocal rate of convergencetrust-region-based algorithm

Mathematics Subject Classification ID

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

Related Items (12)

A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms ⋮ An inexact Newton method for nonconvex equality constrained optimization ⋮ Some theoretical limitations of second-order algorithms for smooth constrained optimization ⋮ A Trust Region Algorithm with Memory for Equality Constrained Optimization ⋮ Global convergence of a nonmonotone filter method for equality constrained optimization ⋮ Combining trust region and linesearch algorithm for equality constrained optimization ⋮ Penalty-free method for nonsmooth constrained optimization via radial basis functions ⋮ Global and local convergence of a nonmonotone trust region algorithm for equality constrained optimization ⋮ A penalty-free-type nonmonotone trust-region method for nonlinear constrained 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 ⋮ Global convergence of nonmonotonic trust region algorithm for nonlinear optimization

Uses Software

• TRICE
• GQTPAR

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