Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization

DOI10.1007/BF02192134zbMath0840.90117MaRDI QIDQ1904691

Mahmoud M. El-Alem

Publication date: 1 February 1996

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

trust-region algorithmequality constrained optimizationglobal convergence theoryByrd-Omojokun step choice

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items

A trust-region algorithm for equality-constrained optimization via a reduced dimension approach., A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization, Nonlinear programming without a penalty function or a filter, Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization, A trust-region algorithm combining line search filter technique for nonlinear constrained optimization, A Trust Region Algorithm with Memory for Equality Constrained Optimization, A limited-memory trust-region method for nonlinear optimization with many equality constraints, A trust region interior point algorithm for infinite dimensional nonlinear programming, A new technique for inconsistent QP problems in the SQP method

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Projected quasi-Newton algorithm with trust region for constrained optimization
• A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization
• Automatic Column Scaling Strategies for Quasi-Newton Methods
• A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
• A Trust Region Algorithm for Nonlinearly Constrained Optimization
• Nonlinear programming via an exact penalty function: Asymptotic analysis
• A Robust Trust-Region Algorithm with a Nonmonotonic Penalty Parameter Scheme for Constrained Optimization
• A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization
• Variational methods for the solution of problems of equilibrium and vibrations