On the convergence of a new trust region algorithm
type: Item
instance of: scholarly article
title: On the convergence of a new trust region algorithm
zbMATH Open document ID: 0828.65062
published in: Numerische Mathematik
publication date: 1995-07-31T00:00:00Z
review text: The paper is concerned with a trust region algorithm for solving the general nonlinear constrained optimization problem. The algorithm uses the \(L_\infty\) exact penalty function with a simple technique for updating the penalty parameters, which does not need to solve any auxiliary subproblems. Global convergence of the algorithm is proved, and also it is shown that for all large numbers of iterations the algorithm preserves the local superlinear convergence of the sequential quadratic programming method. Finally, some numerical results are given.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 770173
zbMATH Keywords: global convergence
zbMATH Keywords: trust region algorithm
zbMATH Keywords: nonlinear constrained optimization problem
zbMATH Keywords: penalty function
zbMATH Keywords: superlinear convergence
zbMATH Keywords: sequential quadratic programming method
zbMATH Keywords: numerical results
author: Yaxiang Yuan
reviewed by: Florica Luban
describes a project that uses: GQTPAR
MaRDI profile type: Publication
full work available at URL: s002110050133
OpenAlex ID: W1999356624
DOI: 10.1007/S002110050133
description: scientific article; zbMATH DE number 770173