A Robust Trust Region Method for Constrained Nonlinear Programming Problems

DOI10.1137/0802016zbMATH Open0770.90062OpenAlexW2058021091MaRDI QIDQ4018397FDOQ4018397

Authors: James V. Burke 

Publication date: 16 January 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0802016

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zbMATH Keywords

constrained optimizationLagrange multipliertrust region methodexact penalty functionquadratic approximation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cited In (15)

• Nonsmooth bundle trust-region algorithm with applications to robust stability
• A Robust Trust-Region Algorithm with a Nonmonotonic Penalty Parameter Scheme for Constrained Optimization
• A trust region SQP algorithm for mixed-integer nonlinear programming
• A robust trust region method for general constrained optimization
• Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver
• A recursive trust-region method for non-convex constrained minimization
• Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity
• Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
• Exact barrier function methods for Lipschitz programs
• A robust trust region algorithm for solving general nonlinear programming
• A robust trust region method for nonlinear optimization with inequality constraint
• An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming
• A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective
• A new technique for inconsistent QP problems in the SQP method
• Steering exact penalty methods for nonlinear programming

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