60
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Combining Trust Region and Line Search Methods for Equality Constrained Optimization

&
Pages 143-162 | Published online: 31 Aug 2006

References

  • Boggs , P. T. and Tolle , J. W. 1995 . Sequential quadratic programming . Acta Numerica , : 1 – 51 .
  • Byrd , R. H. and Nocedal , J. 1991 . An analysis of reduced Hessian methods for constrained optimization . Mathematical Programming , 49 : 285 – 323 .
  • Dennis , J. E. , El-Alem , M. and Maciel , M. 1997 . A global convergence theory for general trust-region-based algorithms for equality constrained optimization . SIAM Journal on Optimization , 7 : 177 – 207 .
  • El-Alem , M. 1991 . A global convergence theory for the Celis-Dennis-Tapia trust-region algorithm for constrained optimization . SIAM Journal on Numerical Analysis , 28 : 260 – 290 .
  • El-Alem , M. 1995 . A robust trust-region algorithm with a nonmonotonic penalty parameter scheme for constrained optimization . SIAM Journal on Optimization , 5 : 348 – 378 .
  • Fukushima , M. 1986 . A successive quadratic programming algorithm with global and superlinear convergence properties . Mathematical Programming , 35 : 253 – 264 .
  • Hock , W. and Schittrowski , K. 1981 . “ Test examples for nonlinear programming codes ” . In Lecture Notes in Economics and Mathematical System Vol. 187 , Berlin : Springer-Verlag .
  • More , J. J. 1983 . “ Recent development in algorithms and software for trust region methods ” . In Mathematical Programming. The State of the Art Edited by: Bachem , A. , Grotschel , M. and Korte , B. 258 – 287 . Berlin : Spring-Verlag .
  • Nocedal , J. and Yuan , Y. 1998 . “ Combining trust-region and line-search techniques ” . In Advances in Nonlinear Programming Edited by: Yuan , Y. 157 – 175 . Kluwer .
  • Powell , M. J. D. and Yuan , Y. 1986 . A recursive quadratic programming algorithm that uses differentiable exact penalty function . Mathematical Programming , 35 : 265 – 278 .
  • Powell , M. J. D. and Yuan , Y. 1991 . A trust region algorithm for equality constrained optimization . Mathematical Programming , 49 : 189 – 211 .
  • Steihaug , T. 1983 . The conjugate gradient method and trust regions in large scale optimization . SIAM J. Numer. Anal. , 20 : 626 – 637 .
  • Vardi , A. 1985 . A trust region algorithm for equality constrained minimization: convergence properties and implementation . SIAM Journal on Numerical Analysis , 22 : 557 – 579 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.