An interior-point trust-funnel algorithm for nonlinear optimization

DOI10.1007/s10107-016-1003-9zbMath1355.65075WikidataQ58185646 ScholiaQ58185646MaRDI QIDQ507313

Nicholas I. M. Gould, Daniel P. Robinson, Frank E. Curtis, Phillipe L. Toint

Publication date: 3 February 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://purl.org/net/epubs/work/11292235

zbMATH Keywords

nonlinear optimization; trust-region methods; funnel mechanism

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C26: Nonconvex programming, global optimization

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

Uses Software

• GALAHAD
• LOQO
• SNOPT
• Ipopt
• CQP