Nonmonotonic projected algorithm with both trust region and line search for constrained optimization

DOI10.1016/S0377-0427(99)00327-1zbMath0951.65056OpenAlexW2011189028MaRDI QIDQ1567355

De-Tong Zhu

Publication date: 24 July 2000

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(99)00327-1

zbMATH Keywords

algorithmconvergenceconstrained optimizationnonlinear programmingpenalty functiontrust regionreduced Hessian methodline seach

Mathematics Subject Classification ID

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

Related Items (7)

An affine scaling interior point backtracking algorithm for nonlinear constrained optimisation ⋮ A trust-region algorithm combining line search filter technique for nonlinear constrained optimization ⋮ A new filter algorithm for a system of nonlinear equations ⋮ An affine scaling projective reduced Hessian algorithm for minimum optimization with nonlinear equality and linear inequality constraints ⋮ An interior affine scaling projective algorithm for nonlinear equality and linear inequality constrained optimization ⋮ A filter interior-point algorithm with projected Hessian updating for nonlinear optimization ⋮ A nonmonotone trust region method for unconstrained optimization

Cites Work

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• On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
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• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
• A Trust Region Algorithm for Nonlinearly Constrained Optimization
• A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization
• On Secant Updates for Use in General Constrained Optimization
• Computing Modified Newton Directions Using a Partial Cholesky Factorization
• A Nonmonotone Line Search Technique for Newton’s Method

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