A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization

DOI10.1007/S40305-013-0029-4MaRDI QIDQ743777zbMATH OpenOpenAlexFDO

Authors Geovani Nunes Grapiglia, Jinyun Yuan, Yaxiang Yuan

Publication date 30 September 2014

Published in Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40305-013-0029-4

zbMATH Keywords

constrained optimizationtrust-region methodssubspace methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of quasi-Newton type (90C53)

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Cites work

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• A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
• A trust region algorithm for equality constrained optimization
• A trust region subspace method for large-scale unconstrained optimization
• Benchmarking optimization software with performance profiles.
• CUTEr and SifDec
• Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization
• Implementing and modifying Broyden class updates for large scale optimization
• On a subproblem of trust region algorithms for constrained optimization
• Optimization theory and methods. Nonlinear programming
• Reduced-Hessian quasi-Newton methods for unconstrained optimization
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization

Cited in

(11)

• A subspace version of the Wang-Yuan augmented Lagrangian-trust region method for equality constrained optimization
• \(Q\)-fully quadratic modeling and its application in a random subspace derivative-free method
• On subspace properties of the quadratically constrained quadratic program
• Recent advances in trust region algorithms
• A subspace SQP method for equality constrained optimization
• An optimal subgradient algorithm with subspace search for costly convex optimization problems
• A local MM subspace method for solving constrained variational problems in image recovery
• Two-phase-SQP method with higher-order convergence property
• Numerical experience with a polyhedral-norm CDT trust-region algorithm
• A limited-memory trust-region method for nonlinear optimization with many equality constraints
• Subspace choices for the Celis-Dennis-Tapia problem

Describes a project that uses

Uses Software

• CUTEr
• SIFDecode

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