A Trust Region Method for Nonlinear Programming Based on Primal Interior-Point Techniques

1998 ◽  
Vol 20 (1) ◽  
pp. 282-305 ◽  
Author(s):  
Todd Plantenga
Keyword(s):  
Nonlinear Programming ◽  
Interior Point ◽  
Trust Region Method ◽  
Trust Region ◽  
Region Method

scholarly journals A trust region method based on interior point techniques for nonlinear programming

2000 ◽  
Vol 89 (1) ◽  
pp. 149-185 ◽  
Author(s):  
Richard H. Byrd ◽  
Jean Charles Gilbert ◽  
Jorge Nocedal
Keyword(s):  
Nonlinear Programming ◽  
Interior Point ◽  
Trust Region Method ◽  
Trust Region ◽  
Region Method

COMBINATION ADAPTIVE TRUST REGION METHOD BY NON-MONOTONE STRATEGY FOR UNCONSTRAINED NONLINEAR PROGRAMMING

2011 ◽  
Vol 28 (05) ◽  
pp. 585-600 ◽  
Author(s):  
KEYVAN AMINI ◽  
MASOUD AHOOKHOSH
Keyword(s):  
Nonlinear Programming ◽  
Quadratic Convergence ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Trust Region Algorithm ◽  
Region Method ◽  
Unconstrained Optimization Problems ◽  
Adaptive Technique ◽  
And Function

In this paper, we present a new trust region method for unconstrained nonlinear programming in which we blend adaptive trust region algorithm by non-monotone strategy to propose a new non-monotone trust region algorithm with automatically adjusted radius. Both non-monotone strategy and adaptive technique can help us introduce a new algorithm that reduces the number of iterations and function evaluations. The new algorithm preserves the global convergence and has local superlinear and quadratic convergence under suitable conditions. Numerical experiments exhibit that the new trust region algorithm is very efficient and robust for unconstrained optimization problems.

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