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

DOI10.1016/J.AMC.2019.124861MaRDI QIDQ2660095zbMATH OpenOpenAlexWikidataFDO

Authors Carina Moreira Costa, Geovani Nunes Grapiglia

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

augmented Lagrangian methodconstrained optimizationsubspace methodtrust-region method

Mathematics Subject Classification ID

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

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Cites work

• A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
• A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization
• An augmented Lagrangian affine scaling method for nonlinear programming
• An augmented Lagrangian trust region method for equality constrained optimization
• Computing a Trust Region Step
• Computing Optimal Locally Constrained Steps
• scientific article; zbMATH DE number 3309655 (Why is no real title available?)
• Multiplier and gradient methods
• Newton’s Method with a Model Trust Region Modification
• On Augmented Lagrangian Methods with General Lower-Level Constraints
• Optimization theory and methods. Nonlinear programming
• Practical augmented Lagrangian methods for constrained optimization
• Reduced-Hessian quasi-Newton methods for unconstrained optimization
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• Testing Unconstrained Optimization Software

Cited in

(3)

• A new augmented Lagrangian method for equality constrained optimization with simple unconstrained subproblem
• A limited-memory trust-region method for nonlinear optimization with many equality constraints
• A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization

Describes a project that uses

Uses Software

• ALGENCAN
• minpack
• GQTPAR

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