A primal-dual trust region algorithm for nonlinear optimization

DOI10.1007/s10107-003-0486-3zbMath1146.90514OpenAlexW1989427372MaRDI QIDQ1890304

Philip E. Gill, E. Michael Gertz

Publication date: 3 January 2005

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

Full work available at URL: https://doi.org/10.1007/s10107-003-0486-3

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Interior-point methods (90C51)

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Uses Software

• LAPACK
• TRICE