Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization

DOI10.1007/BF01581194zbMath0773.90056MaRDI QIDQ1194859

Yin Zhang

Publication date: 6 October 1992

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

zbMATH Keywords

Newton's methodconstrained optimizationquadratic constraintstrust-region algorithmsequality constrained optimizationconvex quadratic functionHessian SQP algorithmsunivariate nonlinear equation

Mathematics Subject Classification ID

Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

On the solution of a two ball trust region subproblem, Global optimization of a quadratic functional with quadratic equality constraints, A trust-region strategy for minimization on arbitrary domains, Numerical experience with a polyhedral-norm CDT trust-region algorithm, Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization, Solving a class of non-convex quadratic problems based on generalized KKT conditions and neurodynamic optimization technique, On KKT points of Celis-Dennis-Tapia subproblem, Subspace choices for the Celis-Dennis-Tapia problem, The solution of euclidean norm trust region SQP subproblems via second-order cone programs: an overview and elementary introduction, New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem, A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization, A hybrid algorithm for the two-trust-region subproblem, Advances in trust region algorithms for constrained optimization, Recent advances in trust region algorithms

Cites Work

• Smoothing by spline functions. II
• On a subproblem of trust region algorithms for constrained optimization
• A trust region algorithm for equality constrained optimization
• On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• Computing Optimal Locally Constrained Steps
• Newton’s Method with a Model Trust Region Modification
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