Global convergence of a trust-region algorithm for inequality constrained optimization

DOI10.14492/HOKMJ/1350911927MaRDI QIDQ5937620zbMATH OpenOpenAlexFDO

Authors Xiaojiao Tong, Shuzi Zhou

Publication date 14 July 2002

Published in Hokkaido Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14492/hokmj/1350911927

zbMATH Keywords

global convergenceKarush-Kuhn-Tucker conditionsnonlinear inequality constraintsnonlinear programmingtrust-region algorithm

Mathematics Subject Classification ID

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

Review text

The authors propose a trust-region algorithm for nonlinear programming problems with \(n\) variables and \(m\) nonlinear inequality constraints \((m\leq n)\). New equivalent Karush-Kuhn-Tucker (KKT) conditions are derived as a basis of the algorithm. The global convergence is established. At least one accumulation point of the sequence produced by the algorithm is a KKT point.

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(15)

• A globally convergent algorithm for nonlinearly constrained optimization problems
• On the number of inner iterations per outer iteration of a globally convergent algorithm for optimization with general nonlinear inequality constraints and simple bounds
• A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem.
• Global convergence of trust region algorithm for equality and bound constrained nonlinear optimization
• Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization
• A trust region algorithm for nonlinear problems of equalities and inequalities
• A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization
• A trust region algorithm for solving nonlinear inequality constrained optimization
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