Convergence of Trust Region Algorithms for Optimization with Bounds when Strict Complementarity Does Not Hold

DOI10.1137/0728026MaRDI QIDQ3350686zbMATH OpenOpenAlexFDO

Authors Marc J. A. Lescrenier

Publication date 1991

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0728026

zbMATH Keywords

bound constrained problemsNewton's methodquadratic convergencestrict complementaritysuperlinear convergencetrust region algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cited in

(22)

• Properties of restricted NCP functions for nonlinear complementarity problems
• On unconstrained and constrained stationary points of the implicit Lagrangian
• A decomposition method for large-scale box constrained optimization
• Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization
• Globally convergent DC trust-region methods
• An interior-point affine-scaling trust-region method for semismooth equations with box constraints
• A trust region method based on a new affine scaling technique for simple bounded optimization
• Convergence of Affine-Scaling Interior-Point Methods with Line Search for Box Constrained Optimization
• An active set algorithm for nonlinear optimization with polyhedral constraints
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• A Trust Regional Algorithm for Bound Constrained Minimization
• A feasible trust region method for nonlinear inequality constrained optimization
• An accurate active set Newton algorithm for large scale bound constrained optimization.
• Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem
• An active set limited memory BFGS algorithm for bound constrained optimization
• On convergence of binary trust-region steepest descent
• New active set identification for general constrained optimization and minimax problems
• On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints
• A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
• An active-set projected trust region algorithm for box constrained optimization problems
• An active set limited memory BFGS algorithm for large-scale bound constrained optimization
• Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization

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