Projected quasi-Newton algorithm with trust region for constrained optimization
From MaRDI portal
Publication:911465
DOI10.1007/BF00940481zbMath0696.90050MaRDI QIDQ911465
Publication date: 1990
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
global convergence; superlinear convergence; equality constrained optimization; differentiable penalty functions; trust-region-type, two- sided projected quasi-Newton method; two-sided projected Hessian updating technique
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
49M15: Newton-type methods
90-08: Computational methods for problems pertaining to operations research and mathematical programming
Related Items
Convergence of a projected gradient method with trust region for nonlinear constrained optimization†, A trust-region-based BFGS method with line search technique for symmetric nonlinear equations, Optimization of a nonlinear area traffic control system with elastic demand, A trust region method with a conic model for nonlinearly constrained optimization, An efficient search algorithm for road network optimization, Two error bounds for constrained optimization problems and their applications, A convergent secant method for constrained optimization, Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization, A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem., Nonmonotonic projected algorithm with both trust region and line search for constrained optimization, Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation, An adaptive neural network model for nonlinear programming problems, Nonmonotone trust region method for solving optimization problems, Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization, A class of trust region methods for linear inequality constrained optimization and its theory analysis. I: Algorithm and global convergence, Value functions and error bounds of trust region methods, Secant algorithms with nonmonotone trust region that employs fletcher penalty function for constrained optimization, A trust-region method with a conic model for unconstrained optimization
Uses Software
Cites Work
- Unnamed Item
- 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
