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

DOI10.1137/0728015MaRDI QIDQ5203587zbMATHOpenAlexFDO

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

nonlinear programmingglobal convergencetrust-region algorithmlinear constraintspenalty parameter

Mathematics Subject Classification ID

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

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Cited in

(22)

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

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