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

DOI10.1016/J.JOEMS.2016.04.003MaRDI QIDQ334604zbMATH OpenOpenAlexFDO

Authors Bothina El-Sobky

Publication date 1 November 2016

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

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)

Recommendations

• An active-set interior-point trust-region algorithm
• A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem.
• scientific article; zbMATH DE number 5524381
• A computationally practical interior-point trust-region algorithm for solving the general nonlinear programming problems
• A trust-region method by active-set strategy for general nonlinear optimization

Cites work

• scientific article; zbMATH DE number 107545 (Why is no real title available?)
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• A Global Convergence Theory for Dennis, El-Alem, and Maciel's Class of Trust-Region Algorithms for Constrained Optimization without Assuming Regularity
• A Trust-Region Approach to Nonlinear Systems of Equalities and Inequalities
• A multiplier active-set trust-region algorithm for solving constrained optimization problem
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• Equivalence in nonlinear programming
• Local convergence of the interior-point Newton method for general nonlinear programming
• On the convergence of a new trust region algorithm
• Recent advances in trust region algorithms
• Test examples for nonlinear programming codes
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization

Cited in

(5)

• 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 Newton's interior-point algorithm for solving a constrained optimization problem
• An active-set algorithm and a trust-region approach in constrained minimax problem
• An active-set interior-point trust-region algorithm

Describes a project that uses

Uses Software

• LANCELOT

This page was built for publication: An interior-point penalty active-set trust-region algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q334604)