Augmented penalty algorithms based on BFGS secant approximations and trust regions

DOI10.1016/j.apnum.2006.04.001zbMath1113.65061OpenAlexW2086126844MaRDI QIDQ870306

Graciela M. Croceri, María Cristina Maciel, Graciela N. Sottosanto

Publication date: 12 March 2007

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2006.04.001

zbMATH Keywords

numerical examplestrust region methodnonlinear least squaressecant methodsaugmented Lagrangian algorithmBroyden-Fletcher-Goldfarb-Shanno (BFGS) method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (3)

Using a spectral scaling structured BFGS method for constrained nonlinear least squares ⋮ Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares ⋮ A two-step superlinearly convergent projected structured BFGS method for constrained nonlinear least squares

Uses Software

• NL2SOL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convergence theory for the structured BFGS secant method with an application to nonlinear least squares
• More test examples for nonlinear programming codes
• Test examples for nonlinear programming codes
• Validation of an augmented Lagrangian algorithm with a Gauss-Newton Hessian approximation using a set of hard-spheres problems
• Augmented Lagrangian algorithms based on the spectral projected gradient method for solving nonlinear programming problems
• Multiplier and gradient methods
• Thevenin decomposition and large-scale optimization
• Convergence Theorems for Least-Change Secant Update Methods
• A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
• A Constrained Least Squares Regularization Method for Nonlinear III-Posed Problems
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Variational Methods for Non-Linear Least-Squares
• On Secant Updates for Use in General Constrained Optimization
• On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
• Augmented penalty algorithms
• On the Superlinear Convergence of an Algorithm for Solving a Sparse Minimization Problem
• An Adaptive Nonlinear Least-Squares Algorithm
• New convergence results on an algorithm for norm constrained regularization and related problems
• An Augmented Penalization Algorithm for the Equality Constrained Minimization Problem

This page was built for publication: Augmented penalty algorithms based on BFGS secant approximations and trust regions