A trust-region algorithm for equality-constrained optimization via a reduced dimension approach.

DOI10.1016/S0377-0427(02)00699-4zbMath1056.65056OpenAlexW2029989366MaRDI QIDQ1872933

Jianming Shi, Jichang Dong, Yi Xue, Shu Q. Liu, Shou-Yang Wang

Publication date: 19 May 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(02)00699-4

zbMATH Keywords

optimizationalgorithmglobal convergencenumerical examplestrust-region methodexact penalty functiontrial step

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (2)

Solving the nonlinear power flow problem through general solutions of under-determined linearised systems ⋮ A limited-memory trust-region method for nonlinear optimization with many equality constraints

Uses Software

• OPALQP

Cites Work

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• A restricted trust region algorithm for unconstrained optimization
• More test examples for nonlinear programming codes
• A trust region algorithm for equality constrained optimization
• Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization
• Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization
• Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization
• Sequential gradient-restoration algorithm for the minimization of constrained functions. Ordinary and conjugate gradient versions
• Trust Region Methods
• A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization

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