An interior-point penalty active-set trust-region algorithm

DOI10.1016/j.joems.2016.04.003zbMath1348.90571OpenAlexW2405721773MaRDI QIDQ334604

Bothina El-Sobky

Publication date: 1 November 2016

Published in: Journal of the Egyptian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.joems.2016.04.003

zbMATH Keywords

global convergencepenalty methodactive settrust regioninterior-pointColeman-Li strategy

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

Related Items

A trust-region interior-point technique to solve multi-objective optimization problems and its application to a tuberculosis optimal control problem, A penalty method with trust-region mechanism for nonlinear bilevel optimization problem, An active-set algorithm and a trust-region approach in constrained minimax problem

Uses Software

• LANCELOT

Cites Work

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• Test examples for nonlinear programming codes
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• 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
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• Equivalence in nonlinear programming