Advances in trust region algorithms for constrained optimization

DOI10.1016/S0168-9274(98)00105-6zbMath0956.90048OpenAlexW1993277338MaRDI QIDQ1294548

Seyed Jafar Sadjadi, K. Ponnambalam

Publication date: 29 June 1999

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0168-9274(98)00105-6

zbMATH Keywords

constrained optimizationpenalty functionLagrange functionwater resourcestrust region algorithmsleast squares techniquesexpanded Lagrangian function

Mathematics Subject Classification ID

Related Items (2)

Constraint incorporation in optimization ⋮ An interior trust region algorithm for solving linearly constrained nonlinear optimization

Uses Software

• HSL
• GQTPAR

Cites Work

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• A new polynomial-time algorithm for linear programming
• An algorithm for solving nonlinear least-squares problems with a new curvilinear search
• Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization
• Test example for nonlinear programming codes
• A new formulation for the stochastic control of systems with bounded state variables: An application to a single reservoir system
• A semidefinite framework for trust region subproblems with applications to large scale minimization
• Symmetric indefinite systems for interior point methods
• An algorithm for solving sparse nonlinear least squares problems
• A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
• Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
• Computing a Trust Region Step
• A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
• The Use of Linear Programming for the Solution of Sparse Sets of Nonlinear Equations
• The Expanded Lagrangian System for Constrained Optimization Problems
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Comparative Analysis of the Cuthill–McKee and the Reverse Cuthill–McKee Ordering Algorithms for Sparse Matrices
• Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
• Variable Order Adams-Bashforth Predictors with an Error-Stepsize Control for Continuation Methods
• A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization
• A Class of Methods for Solving Nonlinear Simultaneous Equations
• Maximization by Quadratic Hill-Climbing
• A New Algorithm for Unconstrained Optimization
• Methods of conjugate gradients for solving linear systems
• A method for the solution of certain non-linear problems in least squares

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