A robust trust region method for nonlinear optimization with inequality constraint

DOI10.1016/J.AMC.2005.10.015MaRDI QIDQ2496002zbMATH OpenOpenAlexFDO

Authors Ju-liang Zhang

Publication date 30 June 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.10.015

zbMATH Keywords

global convergencenonlinear optimizationnumerical resultsregularity assumptionsuperlinear convergencetrust region method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonlinear programming (90C30) Interior-point methods (90C51)

Review text

The author presents a new trust region algorithm for nonlinear optimization with inequality constraints. This algorithm solves two linear programming subproblems and a serie of quadratic subproblems at each successful iteration to obtain an acceptable trial step. The algorithm can circumvent the difficulties associated with the possible inconsistency of the trust region subproblems. Moreover, the algorithm can converge to a point which satisfies a certain first-order necessary condition even when the original problems itself is infeasible. Some global convergence properties are proved without regularity assumption, and local superlinear convergence of the algorithm is obtained under standard conditions. Preliminary numerical results are reported on some classic problems.

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Cites work

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Cited in

(16)

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• A trust region algorithm for a class of nonlinear optimization
• A feasible trust-region algorithm for inequality constrained optimization
• A robust trust region algorithm for solving general nonlinear programming
• A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints
• Dynamic Control of Infeasibility in Equality Constrained Optimization
• A trust region algorithm for solving nonlinear inequality constrained optimization
• Trust region method for nonlinear inequalities
• A Robust Trust Region Method for Constrained Nonlinear Programming Problems
• A Trust Region Method for Nonlinear Programming Based on Primal Interior-Point Techniques
• A feasible trust region method for nonlinear inequality constrained optimization
• Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems
• scientific article; zbMATH DE number 1868859 (Why is no real title available?)
• A Robust Trust-Region Algorithm with a Nonmonotonic Penalty Parameter Scheme for Constrained Optimization
• A feasible trust region algorithm with fast convergence for nonlinear inequality constrained optimization
• A robust trust region method for general constrained optimization

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