A trust-region algorithm for equality-constrained optimization via a reduced dimension approach.

DOI10.1016/S0377-0427(02)00699-4MaRDI QIDQ1872933zbMATH OpenOpenAlexFDO

Authors Jichang Dong, Jianming Shi, Yi Xue, Shouyang Wang, Shuqin Liu

Publication date 19 May 2003

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-0427(02)00699-4

zbMATH Keywords

algorithmexact penalty functionglobal convergencenumerical examplesoptimizationtrial steptrust-region method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Review text

The authors present a trust-region algorithm for equality-constrained optimization problems using the scheme of \textit{R. Byrd} and \textit{E. Omojokun} [Robust trust-region methods for nonlinearly constrained optimization, SIAM Conference on Optimization, Houston, TX (1987)]. The given algorithm differs from the Byrd-Omojokun scheme with a reduced dimension approach in computing each tangential component. Global convergence of the algorithm is proved. Three numerical examples are given.

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Cites work

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Cited in

(5)

• A trust region algorithm with null space technique for equality constrained optimization
• A limited-memory trust-region method for nonlinear optimization with many equality constraints
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• A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization
• Solving the nonlinear power flow problem through general solutions of under-determined linearised systems

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• OPALQP

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