A trust region method for constrained optimization problems based on augmented Lagrange functions

MaRDI QIDQ5115288zbMATH OpenFDO

Authors Yan Liu, Suxiang He

Publication date 12 August 2020

zbMATH Keywords

trust region methodaugmented Lagrange functioninequality constrained optimizationpenalty parameter

Mathematics Subject Classification ID

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

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Cited in

(5)

• Convergence results of an augmented Lagrangian method using the exponential penalty function
• An Augmented Lagrangian Trust Region Method with a Bi-object Strategy
• Augmented Lagrangian nonlinear programming algorithm that uses SQP and trust region techniques
• Augmented Lagrange algorithm based bi-object strategy for constraint optimization problem
• Augmented penalty algorithms based on BFGS secant approximations and trust regions

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