A trust-region method by active-set strategy for general nonlinear optimization

DOI10.1016/J.CAMWA.2007.02.003MaRDI QIDQ2460581zbMATH OpenOpenAlexWikidataFDO

Authors Ying Ji, Ying Zhou, Kecun Zhang, Shaojian Qu

Publication date 12 November 2007

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2007.02.003

zbMATH Keywords

\(L_{1}\) penalty functionactive-set strategyGeneral nonlinear optimizationglobal convergencetrust-region method

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55)

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Cites work

• A branch and bound method via d. c. optimization algorithms and ellipsoidal technique for box constrained nonconvex quadratic problems
• A combined d.c. optimization--ellipsoidal branch-and-bound algorithm for solving nonconvex quadratic programming problems
• A globally convergent method for nonlinear programming
• A modified SQP method and its global convergence
• A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
• A trust region algorithm for equality constrained optimization
• A Trust Region Algorithm for Nonlinearly Constrained Optimization
• Computing a Trust Region Step
• scientific article; zbMATH DE number 3903874 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• New minimax algorithm
• Nonlinear programming algorithms using trust regions and augmented Lagrangians with nonmonotone penalty parameters.
• Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds
• Second-order conditions for an exact penalty function

Cited in

(7)

• A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem.
• A continuous trust-region-type method for solving nonlinear semidefinite complementarity problem
• An interior-point penalty active-set trust-region algorithm
• Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
• An active-set trust region method for nonlinear system
• A new hybrid method for nonlinear complementarity problems
• A conic trust-region method for optimization with nonlinear equality and inequality constrains via active-set strategy

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• GQTPAR

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