A new trust-region algorithm for equality constrained optimization

DOI10.1023/A:1013764800871MaRDI QIDQ5960307zbMATH OpenOpenAlexFDO

Authors Thomas F. Coleman, Jianguo Liu, Wei Yuan

Publication date 15 April 2002

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1013764800871

zbMATH Keywords

global convergencetrust-region algorithmSQP methodnonlinear equality constrained optimization

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)

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(20)

• Global optimality conditions for nonlinear programming problems with linear equality constraints
• Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems
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• A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization
• On a globally convergent trust region algorithm with infeasibility control for equality constrained optimization
• A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization
• Second-order negative-curvature methods for box-constrained and general constrained optimization
• A practical penalty trust-region method for equality-constrained optimization problems
• Second-order enhanced optimality conditions and constraint qualifications
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• scientific article; zbMATH DE number 4176369 (Why is no real title available?)
• A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
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• A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees
• On the convergence of a new trust region algorithm
• A quadratic penalty function method with orthogonal transformation on its Jacobian matrix for equality constrained optimizations
• A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees

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