Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds

DOI10.1023/B:JOTA.0000041735.67285.46zbMath1129.90353OpenAlexW2036819349MaRDI QIDQ852152

N. E. Zubov

Publication date: 27 November 2006

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

Full work available at URL: https://doi.org/10.1023/b:jota.0000041735.67285.46

zbMATH Keywords

global convergencenonmonotone algorithmstrust-region methodsnonlinear equality constraintssubstationary points

Mathematics Subject Classification ID

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

Related Items (8)

A globally convergent penalty-free method for optimization with equality constraints and simple bounds ⋮ Convergence rate of the trust region method for nonlinear equations under local error bound condition ⋮ A conic trust-region method for optimization with nonlinear equality and inequality constrains via active-set strategy ⋮ An improved nonmonotone filter trust region method for equality constrained optimization ⋮ A trust-region method by active-set strategy for general nonlinear optimization ⋮ A hybrid algorithm for solving minimization problem over (R,S)-symmetric matrices with the matrix inequality constraint ⋮ Global and local convergence of a nonmonotone trust region algorithm for equality constrained optimization ⋮ A nonlinear interval portfolio selection model and its application in banks

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