A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization

DOI10.1007/s40305-013-0029-4zbMath1329.90137OpenAlexW2111324354MaRDI QIDQ743777

Geovani Nunes Grapiglia, Ya-Xiang Yuan, Jin Yun Yuan

Publication date: 30 September 2014

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-013-0029-4

zbMATH Keywords

subspace methodsconstrained optimizationtrust-region methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Numerical methods based on nonlinear programming (49M37)

Related Items

A subspace version of the Wang-Yuan augmented Lagrangian-trust region method for equality constrained optimization, On subspace properties of the quadratically constrained quadratic program, An optimal subgradient algorithm with subspace search for costly convex optimization problems, A local MM subspace method for solving constrained variational problems in image recovery, Subspace choices for the Celis-Dennis-Tapia problem, A limited-memory trust-region method for nonlinear optimization with many equality constraints, Two-phase-SQP method with higher-order convergence property, A subspace SQP method for equality constrained optimization, Recent advances in trust region algorithms

Uses Software

• CUTEr
• SifDec

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a subproblem of trust region algorithms for constrained optimization
• A trust region algorithm for equality constrained optimization
• Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization
• Implementing and modifying Broyden class updates for large scale optimization
• Optimization theory and methods. Nonlinear programming
• A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
• Reduced-Hessian Quasi-Newton Methods for Unconstrained Optimization
• A TRUST REGION SUBSPACE METHOD FOR LARGE-SCALE UNCONSTRAINED OPTIMIZATION
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• CUTEr and SifDec
• Benchmarking optimization software with performance profiles.