A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization

DOI10.1137/0728015MaRDI QIDQ5203587zbMATH OpenOpenAlexFDO

Authors Mahmoud M. El-Alem

Publication date 1991

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0728015

zbMATH Keywords

global convergencelinear constraintsnonlinear programmingpenalty parametertrust-region algorithm

Mathematics Subject Classification ID

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

Recommendations

• A Global Convergence Theory for Dennis, El-Alem, and Maciel's Class of Trust-Region Algorithms for Constrained Optimization without Assuming Regularity
• Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization
• Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization
• Global convergence of nonmonotonic trust region algorithm for nonlinear optimization
• A new trust-region algorithm for equality constrained optimization

Cited in

(25)

• Advances in trust region algorithms for constrained optimization
• Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization
• Two-phase model algorithm with global convergence for nonlinear programming
• A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem.
• Global convergence of nonmonotonic trust region algorithm for nonlinear optimization
• A computational study of global optimization solvers on two trust region subproblems
• A trust-region algorithm for equality-constrained optimization via a reduced dimension approach.
• Numerical experience with a polyhedral-norm CDT trust-region algorithm
• Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization
• A limited-memory trust-region method for nonlinear optimization with many equality constraints
• Computing the signed distance between overlapping ellipsoids
• Steering exact penalty methods for nonlinear programming
• Global convergence of a nonmonotone filter method for equality constrained optimization
• Combining Trust Region and Line Search Methods for Equality Constrained Optimization
• Trust region methods for solving the optimal output feedback design problem
• Numerical algorithms for constrained maximum likelihood estimation
• Implicitly restarted projection algorithm for solving optimization problems
• An alternating structured trust region algorithm for separable optimization problems with nonconvex constraints
• Global convergence of SSM for minimizing a quadratic over a sphere
• Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems
• A Global Convergence Theory for Dennis, El-Alem, and Maciel's Class of Trust-Region Algorithms for Constrained Optimization without Assuming Regularity
• A penalty-free approach to PDE constrained optimization: application to an inverse wave problem
• Fully stochastic trust-region sequential quadratic programming for equality-constrained optimization problems
• On convergence of the block Lanczos method for the CDT subproblem
• Convergence to a second-order critical point by a trust-region SQP method with a nonsmooth merit function

This page was built for publication: A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5203587)