Global convergence of a trust-region algorithm for inequality constrained optimization (Q5937620)
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scientific article; zbMATH DE number 1619871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global convergence of a trust-region algorithm for inequality constrained optimization |
scientific article; zbMATH DE number 1619871 |
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Global convergence of a trust-region algorithm for inequality constrained optimization (English)
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14 July 2002
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The authors propose a trust-region algorithm for nonlinear programming problems with \(n\) variables and \(m\) nonlinear inequality constraints \((m\leq n)\). New equivalent Karush-Kuhn-Tucker (KKT) conditions are derived as a basis of the algorithm. The global convergence is established. At least one accumulation point of the sequence produced by the algorithm is a KKT point.
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Karush-Kuhn-Tucker conditions
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trust-region algorithm
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nonlinear programming
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nonlinear inequality constraints
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global convergence
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