Convergence properties of trust region methods for linear and convex constraints

DOI10.1007/BF01580867zbMath0711.90060OpenAlexW2035741312MaRDI QIDQ922951

Gerardo Toraldo, James V. Burke, Jorge J. Moré

Publication date: 1990

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01580867

zbMATH Keywords

sequential quadratic programminglinear constraintstrust region methodprojected gradient methodGlobal convergenceconvex constraintsidentification propertysuperlinear convergence rate

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Methods of reduced gradient type (90C52) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Uses Software

• GQTPAR

Cites Work

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