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

DOI10.1016/J.JOEMS.2016.04.003zbMATH Open1348.90571OpenAlexW2405721773MaRDI QIDQ334604FDOQ334604

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

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zbMATH Keywords

global convergencepenalty methodtrust regioninterior-pointactive setColeman-Li strategy

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
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• Test examples for nonlinear programming codes
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• Recent advances in trust region algorithms
• On the convergence of a new trust region algorithm
• A multiplier active-set trust-region algorithm for solving constrained optimization problem
• 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
• Local convergence of the interior-point Newton method for general nonlinear programming

Cited In (3)

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

Uses Software

• LANCELOT

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