Advances in trust region algorithms for constrained optimization

DOI10.1016/S0168-9274(98)00105-6MaRDI QIDQ1294548zbMATH OpenOpenAlexFDO

Authors Seyed Jafar Sadjadi, K. Ponnambalam

Publication date 29 June 1999

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0168-9274(98)00105-6

zbMATH Keywords

constrained optimizationpenalty functionLagrange functionwater resourcestrust region algorithmsleast squares techniquesexpanded Lagrangian function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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Cites work

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• A Class of Methods for Solving Nonlinear Simultaneous Equations
• A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization
• A New Algorithm for Unconstrained Optimization
• A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
• A method for the solution of certain non-linear problems in least squares
• A new formulation for the stochastic control of systems with bounded state variables: An application to a single reservoir system
• A new matrix-free algorithm for the large-scale trust-region subproblem
• A new polynomial-time algorithm for linear programming
• A semidefinite framework for trust region subproblems with applications to large scale minimization
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• An algorithm for solving nonlinear least-squares problems with a new curvilinear search
• An algorithm for solving sparse nonlinear least squares problems
• Comparative Analysis of the Cuthill–McKee and the Reverse Cuthill–McKee Ordering Algorithms for Sparse Matrices
• Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization
• Computing a Trust Region Step
• Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
• Maximization by Quadratic Hill-Climbing
• Methods of conjugate gradients for solving linear systems
• Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
• Symmetric indefinite systems for interior point methods
• Test example for nonlinear programming codes
• The Expanded Lagrangian System for Constrained Optimization Problems
• The Use of Linear Programming for the Solution of Sparse Sets of Nonlinear Equations
• Variable Order Adams-Bashforth Predictors with an Error-Stepsize Control for Continuation Methods

Cited in

(2)

• Constraint incorporation in optimization
• An interior trust region algorithm for solving linearly constrained nonlinear optimization

Describes a project that uses

Uses Software

• GQTPAR
• HSL

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