On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization

DOI10.1137/S1052623494276026MaRDI QIDQ4377585zbMATH OpenOpenAlexDBLPWikidataFDO

Authors J. E. jun. Dennis, L. N. Vicente

Publication date 10 February 1998

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

Full work available at URL https://doi.org/10.1137/s1052623494276026

zbMATH Keywords

global convergenceequality-constrained optimizationlocal rate of convergencetrust-region-based algorithm

Mathematics Subject Classification ID

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

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Cited in

(13)

• Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems
• Some theoretical limitations of second-order algorithms for smooth constrained optimization
• An inexact Newton method for nonconvex equality constrained optimization
• Global convergence of nonmonotonic trust region algorithm for nonlinear optimization
• A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
• Penalty-free method for nonsmooth constrained optimization via radial basis functions
• Combining trust region and linesearch algorithm for equality constrained optimization
• Global convergence of a nonmonotone filter method for equality constrained optimization
• A robust trust region method for nonlinear optimization with inequality constraint
• A penalty-free-type nonmonotone trust-region method for nonlinear constrained optimization
• A Trust Region Algorithm with Memory for Equality Constrained Optimization
• A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization
• Global and local convergence of a nonmonotone trust region algorithm for equality constrained optimization

Describes a project that uses

Uses Software

• GQTPAR
• TRICE

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