A Trust Region Strategy for Equality Constrained Optimization

1984 ◽  
Author(s):  
M. R. Celis ◽  
Jr. Dennis ◽  
Tapia J. E. ◽  
R. A.
Keyword(s):  
Constrained Optimization ◽  
Trust Region ◽  
Equality Constrained Optimization ◽  
Trust Region Strategy

scholarly journals An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization

2013 ◽  
Vol 2013 ◽  
pp. 1-9
Author(s):  
Zhong Jin
Keyword(s):  
Global Convergence ◽  
Constrained Optimization ◽  
Trust Region Method ◽  
Trust Region ◽  
Numerical Results ◽  
Trust Region Algorithm ◽  
Filter Technique ◽  
Sqp Methods ◽  
Equality Constrained Optimization ◽  
Nonlinear Equality

Motivated by the method of Su and Pu (2009), we present an improved nonmonotone filter trust region algorithm for solving nonlinear equality constrained optimization. In our algorithm a modified nonmonotone filter technique is proposed and the restoration phase is not needed. At every iteration, in common with the composite-step SQP methods, the step is viewed as the sum of two distinct components, a quasinormal step and a tangential step. A more relaxed accepted condition for trial step is given and a crucial criterion is weakened. Under some suitable conditions, the global convergence is established. In the end, numerical results show our method is effective.

scholarly journals Numerical study of a matrix-free trust-region SQP method for equality constrained optimization.

2011 ◽  
Author(s):  
Matthias Heinkenschloss ◽  
Denis Ridzal ◽  
Miguel Antonio Aguilo
Keyword(s):  
Constrained Optimization ◽  
Numerical Study ◽  
Trust Region ◽  
Sqp Method ◽  
Equality Constrained Optimization ◽  
Matrix Free

A Trust Region Algorithm with Memory for Equality Constrained Optimization

2008 ◽  
Vol 29 (5-6) ◽  
pp. 717-734 ◽  
Author(s):  
Zhensheng Yu ◽  
Weiguo Zhang ◽  
Ji Lin
Keyword(s):  
Constrained Optimization ◽  
Trust Region ◽  
Trust Region Algorithm ◽  
Equality Constrained Optimization ◽  
With Memory

scholarly journals Corrigendum to “A Fractional Trust Region Method for Linear Equality Constrained Optimization”

2017 ◽  
Vol 2017 ◽  
pp. 1-1
Author(s):  
Honglan Zhu ◽  
Qin Ni ◽  
Liwei Zhang ◽  
Weiwei Yang
Keyword(s):  
Constrained Optimization ◽  
Trust Region Method ◽  
Trust Region ◽  
Region Method ◽  
Linear Equality ◽  
Equality Constrained Optimization

scholarly journals A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization

1997 ◽  
Vol 7 (1) ◽  
pp. 177-207 ◽  
Author(s):  
J. E. Dennis ◽  
Mahmoud El-Alem ◽  
Maria C. Maciel
Keyword(s):  
Global Convergence ◽  
Constrained Optimization ◽  
Trust Region ◽  
Convergence Theory ◽  
General Trust ◽  
Equality Constrained Optimization
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