A globally convergent Levenberg-Marquardt method for equality-constrained optimization

DOI10.1007/s10589-018-0038-7zbMath1411.90323OpenAlexW2895651721MaRDI QIDQ1734774

Alexey F. Izmailov, Mikhail V. Solodov, E. I. Uskov

Publication date: 27 March 2019

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-018-0038-7

zbMATH Keywords

global convergencelocal convergenceNewton-type methodspenalty functionLevenberg-Marquardt methodstabilized sequential quadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods for variational inequalities and related problems (65K15)

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