A robust trust region algorithm for solving general nonlinear programming (Q2732184)
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scientific article; zbMATH DE number 1623340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust trust region algorithm for solving general nonlinear programming |
scientific article; zbMATH DE number 1623340 |
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30 April 2002
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trust region algorithm
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nonlinear programming
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quadratic programming
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global convergence
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local superlinear convergence
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numerical results
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0.97000647
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0.9445187
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0.94262844
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0.94023216
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0.9398181
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A robust trust region algorithm for solving general nonlinear programming (English)
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The authors present a trust region algorithm for general nonlinear programming by solving an unconstrained piecewise quadratic trust region subproblem and a quadratic programming trust region subproblem at each iteration. The global convergence is established under some mild condition, and the local superlinear convergence is proved. Some preliminary numerical results are reported.
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