A subspace version of the Wang-Yuan augmented Lagrangian-trust region method for equality constrained optimization

DOI10.1016/j.amc.2019.124861zbMath1472.90127OpenAlexW2985345451WikidataQ126863158 ScholiaQ126863158MaRDI QIDQ2660095

Geovani Nunes Grapiglia, Carina Moreira Costa

Publication date: 29 March 2021

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

Full work available at URL: https://doi.org/10.1016/j.amc.2019.124861

zbMATH Keywords

constrained optimizationaugmented Lagrangian methodtrust-region methodsubspace method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (1)

A limited-memory trust-region method for nonlinear optimization with many equality constraints

Uses Software

• ALGENCAN
• minpack
• GQTPAR

Cites Work

• Unnamed Item
• A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization
• Optimization theory and methods. Nonlinear programming
• A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
• Multiplier and gradient methods
• Reduced-Hessian Quasi-Newton Methods for Unconstrained Optimization
• An augmented Lagrangian trust region method for equality constrained optimization
• Computing a Trust Region Step
• An augmented Lagrangian affine scaling method for nonlinear programming
• On Augmented Lagrangian Methods with General Lower-Level Constraints
• Testing Unconstrained Optimization Software
• Computing Optimal Locally Constrained Steps
• Newton’s Method with a Model Trust Region Modification
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• Practical Augmented Lagrangian Methods for Constrained Optimization

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