Projected quasi-Newton algorithm with trust region for constrained optimization
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Publication:911465
DOI10.1007/BF00940481zbMath0696.90050OpenAlexW2007195025MaRDI QIDQ911465
Publication date: 1990
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00940481
global convergencesuperlinear convergenceequality constrained optimizationdifferentiable penalty functionstrust-region-type, two- sided projected quasi-Newton methodtwo-sided projected Hessian updating technique
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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Uses Software
Cites Work
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- Some improved projected quasi-Newton algorithms and their convergence. I: Methods and global behavior
- Some improved projected quasi-Newton algorithms and their convergence. II: Local convergence rate and numerical tests
- Computing a Trust Region Step
- A Family of Descent Functions for Constrained Optimization
- Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
- A Trust Region Algorithm for Nonlinearly Constrained Optimization
- An exact penalty function for nonlinear programming with inequalities
