A primal-dual trust region algorithm for nonlinear optimization

DOI10.1007/S10107-003-0486-3MaRDI QIDQ1890304zbMATH OpenOpenAlexFDO

Authors E. Michael Gertz, Philip E. Gill

Publication date 3 January 2005

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-003-0486-3

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51) Methods of quasi-Newton type (90C53)

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Cited in

(17)

• A Modified PRP Conjugate Gradient Algorithm with Trust Region for Optimization Problems
• A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
• A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
• Quasi-Newton acceleration for equality-constrained minimization
• A primal-dual augmented Lagrangian
• A shifted primal-dual penalty-barrier method for nonlinear optimization
• A primal-dual trust-region algorithm for non-convex nonlinear programming
• A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
• A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
• On solving trust-region and other regularised subproblems in optimization
• A matrix-free line-search algorithm for nonconvex optimization
• Study of a primal-dual algorithm for equality constrained minimization
• A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
• A projected-search interior-point method for nonlinearly constrained optimization
• An interior-point piecewise linear penalty method for nonlinear programming
• An interior-point trust-funnel algorithm for nonlinear optimization
• Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties

Describes a project that uses

Uses Software

• TRICE
• LAPACK

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