A robust trust region algorithm for solving general nonlinearprogramming

@inproceedings{Xinwei1998ART,
  title={A robust trust region algorithm for solving general nonlinearprogramming},
  author={Xin-wei and Liuyand and Ya-xiang and YuanState},
  year={1998}
}
  • Xin-wei, Liuyand, +1 author YuanState
  • Published 1998
The trust region approach has been extended to solving nonlinear constrained optimization. Most of these extensions consider only equality constraints and require strong global regularity assumptions. In this paper, a trust region algorithm for solving general nonlinear programming is presented, which solves an unconstrained piecewise quadratic trust region subproblem and a quadratic programming trust region sub-problem at each iteration. A new technique for updating the penalty parameter is… CONTINUE READING

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