Global convergence of a filter-trust-region algorithm for solving nonsmooth equations

DOI10.1080/00207160802195993MaRDI QIDQ3568420zbMATH OpenOpenAlexFDO

Authors Zhenghao Yang, Liqun Qi, Wenyu Sun

Publication date 11 June 2010

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160802195993

zbMATH Keywords

global convergencetrust-region algorithmnonsmooth equationsfilter technique

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A Filter-Trust-Region Method for Unconstrained Optimization
• A Globally Convergent Filter Method for Nonlinear Programming
• A Globally Convergent Successive Approximation Method for Severely Nonsmooth Equations
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A nonsmooth version of Newton's method
• Conditions for convergence of trust region algorithms for nonsmooth optimization
• Local convergence of quasi-Newton methods for B-differentiable equations
• Nonlinear programming without a penalty function.
• Nonsmooth Equations: Motivation and Algorithms
• On filter-successive linearization methods for nonlinear semidefinite programming
• On the convergence of some quasi-Newton methods for nonlinear equations with nondifferentiable operators
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• The restricted generalized inverses corresponding to constrained quadratic system^∗
• Trust Region Algorithms for Solving Nonsmooth Equations

Cited in

(7)

• Global convergence of the smoothing BFGS method for nonsmooth equations
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations
• Global convergence of slanting filter methods for nonlinear programming
• Some modified Hestenes-Stiefel conjugate gradient algorithms with application in image restoration
• An alternating structured trust region algorithm for separable optimization problems with nonconvex constraints
• A new trust region method for nonsmooth equations

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