Computing a Trust Region Step for a Penalty Function

DOI10.1137/0911012MaRDI QIDQ3031840zbMATH OpenOpenAlexFDO

Authors Thomas F. Coleman, C. Hempel

Publication date 1990

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/6687

zbMATH Keywords

Cholesky factorizationcomputational experimentspenalty functionpenalty parameterBunch-Parlett factorizationmodel trust region problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Recommendations

• scientific article; zbMATH DE number 1183048
• scientific article; zbMATH DE number 1182579
• scientific article; zbMATH DE number 4133416
• Computing a Trust Region Step
• A trust region algorithm for equality constrained optimization

Cited in

(4)

• An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables
• Computing a Trust Region Step
• Computation of a trust region step
• On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds

Describes a project that uses

Uses Software

• GQTPAR

This page was built for publication: Computing a Trust Region Step for a Penalty Function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3031840)