A class of trust region methods for linear inequality constrained optimization and its theory analysis. I: Algorithm and global convergence

DOI10.1007/BF02662871zbMath0840.90122MaRDI QIDQ1906570

Nai-Hua Xiu

Publication date: 4 July 1996

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

zbMATH Keywords

trust region methods; linear inequality constrained problems

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

Related Items

A feasible trust region method for nonlinear inequality constrained optimization, A class of trust region methods for linear inequality constrained optimization and its theory analysis. II: Local convergence rate and numerical tests

Cites Work

• Unnamed Item
• Unnamed Item
• A super-linear convergent gradient projection type algorithm for linearly constrained problems
• Projected quasi-Newton algorithm with trust region for constrained optimization
• Convergence properties of trust region methods for linear and convex constraints
• A class of trust region methods for linear inequality constrained optimization and its theory analysis. II: Local convergence rate and numerical tests
• An analysis of reduced Hessian methods for constrained optimization
• A Trust Region Algorithm for Nonlinearly Constrained Optimization