A multiplier active-set trust-region algorithm for solving constrained optimization problem

DOI10.1016/j.amc.2012.06.072zbMath1320.90080OpenAlexW2028982348MaRDI QIDQ2449200

Bothina El-Sobky

Publication date: 7 May 2014

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

Full work available at URL: https://doi.org/10.1016/j.amc.2012.06.072

zbMATH Keywords

global convergenceconstrained optimizationmultiplier methodstationary pointsactive settrust region

Mathematics Subject Classification ID

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

Related Items (3)

A penalty method with trust-region mechanism for nonlinear bilevel optimization problem ⋮ An interior-point penalty active-set trust-region algorithm ⋮ An active-set algorithm and a trust-region approach in constrained minimax problem

Uses Software

• LANCELOT
• GQTPAR

Cites Work

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• Test examples for nonlinear programming codes
• A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem.
• On the convergence of a new trust region algorithm
• A new trust region filter algorithm
• Numerical research on the sensitivity of nonmonotone trust region algorithms to their parameters
• Computing a Trust Region Step
• A Trust-Region Approach to Nonlinear Systems of Equalities and Inequalities
• A Global Convergence Theory for Dennis, El-Alem, and Maciel's Class of Trust-Region Algorithms for Constrained Optimization without Assuming Regularity
• Equivalence in nonlinear programming
• A projected Hessian Gauss-Newton algorithm for solving systems of nonlinear equations and inequalities

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