A robust trust region method for general constrained optimization

DOI10.1007/S001860300333MaRDI QIDQ706373zbMATH OpenOpenAlexFDO

Authors Ju-liang Zhang

Publication date 8 February 2005

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860300333

zbMATH Keywords

constrained optimizationglobal convergencetrust region method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

Review text

A new trust region method is presented for solving general constrained optimization problems, where the trial step is obtained by solving two quadratic programming problems. The author proves that the method is globally convergent without regularity assumptions. Numerical examples show the efficiency of the algorithm.

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