Outer trust-region method for constrained optimization

DOI10.1007/s10957-011-9815-5zbMath1222.90059OpenAlexW2125712877MaRDI QIDQ637557

José Mario Martínez, Ernesto G. Birgin, André L. M. Martinez, Emerson Vitor Castelani

Publication date: 6 September 2011

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

Full work available at URL: https://doi.org/10.1007/s10957-011-9815-5

zbMATH Keywords

nonlinear programmingaugmented Lagrangian methodtrust regions

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items

Sequential equality-constrained optimization for nonlinear programming, On the minimization of possibly discontinuous functions by means of pointwise approximations, A New Sequential Optimality Condition for Constrained Nonsmooth Optimization, Outer trust-region method for constrained optimization, Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points, Assessing the reliability of general-purpose inexact restoration methods, Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming

Uses Software

• CUTEr
• SifDec
• TANGO

Cites Work

• Unnamed Item
• Outer trust-region method for constrained optimization
• Addressing the greediness phenomenon in nonlinear programming by means of proximal augmented Lagrangians
• New theoretical results on recursive quadratic programming algorithms
• Large-scale active-set box-constrained optimization method with spectral projected gradients
• Global minimization using an augmented Lagrangian method with variable lower-level constraints
• Multiplier and gradient methods
• Improving ultimate convergence of an augmented Lagrangian method
• On Augmented Lagrangian Methods with General Lower-Level Constraints
• CUTEr and SifDec