A new penalty trust-region method for constrained optimization problems

MaRDI QIDQ3052559zbMATH OpenFDO

Authors Xinfu Yu, Dingguo Pu, Shenghua Gui

Publication date 5 November 2010

zbMATH Keywords

constrained optimizationpenalty trust-region methodsmooth approximate technique

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30)

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Cited in

(3)

• A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
• A trust-region method based on a smoothing penalty function for constrained optimization problems
• A Penalty-Free Method with Trust Region for Nonlinear Semidefinite Programming

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