A Trust Region Strategy for Nonlinear Equality Constrained Optimization
dc.contributor.author | Celis, M.R. | en_US |
dc.contributor.author | Dennis, J.E. Jr. | en_US |
dc.date.accessioned | 2018-06-18T17:23:57Z | en_US |
dc.date.available | 2018-06-18T17:23:57Z | en_US |
dc.date.issued | 1984-09 | en_US |
dc.date.note | September 1984 | en_US |
dc.description.abstract | Many current algorithms for nonlinear constrained optimization problems determine a direction by solving a quadratic programming subproblem. The global convergence properties are addressed by using a line search technique and a merit function to modify the length of the step obtained from the quadratic program. In constrained optimization, trust regions strategies have been very successful. In this paper we present a new approach for equality constrained optimization problems based on a trust region strategy. The direction selected is not necessarily the solution of the standard quadratic programming subproblem. | en_US |
dc.format.extent | 15 pp | en_US |
dc.identifier.citation | Celis, M.R. and Dennis, J.E. Jr.. "A Trust Region Strategy for Nonlinear Equality Constrained Optimization." (1984) <a href="https://hdl.handle.net/1911/101573">https://hdl.handle.net/1911/101573</a>. | en_US |
dc.identifier.digital | TR84-01 | en_US |
dc.identifier.uri | https://hdl.handle.net/1911/101573 | en_US |
dc.language.iso | eng | en_US |
dc.title | A Trust Region Strategy for Nonlinear Equality Constrained Optimization | en_US |
dc.type | Technical report | en_US |
dc.type.dcmi | Text | en_US |
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