A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem. (Q1398662)
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| Language | Label | Description | Also known as |
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| English | A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem. |
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A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem. (English)
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7 August 2003
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This paper describes a new trust-region algorithm for solving general nonlinear programming problems. Based on an active set strategy, it uses a projected Hassian to form the trial step. Global convergence of the algorithm is established.
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trust region algorithm
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active set strategy
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global convergence
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constrained optimization
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Fritz-John points
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stationary points
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