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

optimizationnumerical examplesalgorithmglobal convergenceexact penalty functiontrust-region methodtrial step

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3869080 (Why is no real title available?)
• scientific article; zbMATH DE number 3903874 (Why is no real title available?)
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization
• A restricted trust region algorithm for unconstrained optimization
• A trust region algorithm for equality constrained optimization
• Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization
• Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization
• More test examples for nonlinear programming codes
• Sequential gradient-restoration algorithm for the minimization of constrained functions. Ordinary and conjugate gradient versions
• Trust Region Methods
• Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization

Cited in

(5)

• A trust region algorithm with null space technique for equality constrained optimization
• scientific article; zbMATH DE number 1778165 (Why is no real title available?)
• 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
• A limited-memory trust-region method for nonlinear optimization with many equality constraints

Describes a project that uses

Uses Software

• OPALQP

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