A Robust Trust Region Method for Constrained Nonlinear Programming Problems

DOI10.1137/0802016MaRDI QIDQ4018397zbMATHOpenAlexFDO

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

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)

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Cited in

(15)

• A trust region SQP algorithm for mixed-integer nonlinear programming
• Inexact sequential quadratic optimization with penalty parameter updates within the QP solver
• 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
• 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
• Robust recursive quadratic programming algorithm model with global and superlinear convergence properties
• Nonsmooth bundle trust-region algorithm with applications to robust stability
• Exact barrier function methods for Lipschitz programs
• Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
• A recursive trust-region method for non-convex constrained minimization
• A robust trust region algorithm for solving general nonlinear programming
• A robust trust region method for general constrained optimization
• Steering exact penalty methods for nonlinear programming
• A Robust Trust-Region Algorithm with a Nonmonotonic Penalty Parameter Scheme for Constrained Optimization

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