A new trust-region algorithm for equality constrained optimization

DOI10.1023/A:1013764800871zbMath0988.90034OpenAlexW1509100394MaRDI QIDQ5960307

Wei Yuan, Thomas F. Coleman, Jianguo Liu

Publication date: 15 April 2002

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013764800871

zbMATH Keywords

global convergencetrust-region algorithmnonlinear equality constrained optimizationSQP method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (7)

Second-order negative-curvature methods for box-constrained and general constrained optimization ⋮ A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms ⋮ Second-order enhanced optimality conditions and constraint qualifications ⋮ Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems ⋮ A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees ⋮ A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees ⋮ Global optimality conditions for nonlinear programming problems with linear equality constraints

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