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Volumn 87, Issue 2, 2000, Pages 215-249

A primal-dual trust-region algorithm for non-convex nonlinear programming

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Indexed keywords


EID: 0000317378     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070050112     Document Type: Article
Times cited : (68)

References (20)
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    • (1996) Interior Point Methods in Mathematical Programming , pp. 189-252
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  • 2
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    • El Bakry, A.S., Tapia, R.A., Tsuchiya, T., Zhang, Y. (1996): On the formulation and theory of Newton interior point methods for nonlinear programming. J. Optim. Theory Appl. 89, 507-541
    • (1996) J. Optim. Theory Appl. , vol.89 , pp. 507-541
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  • 5
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    • A primal-dual algorithm for minimizing a non-convex function subject to bound and linear equality constraints
    • Di Pillo, G., Giannessi, F., eds., To appear, Kluwer Academic Publishers, Dordrecht, The Netherlands
    • Conn, A.R., Gould, N.I.M., Toint, Ph.L. (1999): A primal-dual algorithm for minimizing a non-convex function subject to bound and linear equality constraints. In: Di Pillo, G., Giannessi, F., eds., Nonlinear Optimization and Applications 2. To appear, Kluwer Academic Publishers, Dordrecht, The Netherlands
    • (1999) Nonlinear Optimization and Applications , vol.2
    • Conn, A.R.1    Gould, N.I.M.2    Toint, Ph.L.3
  • 6
    • 0000134828 scopus 로고
    • Numerical stability and efficiency of penalty algorithms
    • Dussault, J.P. (1995): Numerical stability and efficiency of penalty algorithms. SIAM J. Numer. Anal. 32, 296-317
    • (1995) SIAM J. Numer. Anal. , vol.32 , pp. 296-317
    • Dussault, J.P.1
  • 8
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    • Primal-dual interior methods for nonconvex nonlinear programming
    • Forsgren, A., Gill, P.E. (1998): Primal-dual interior methods for nonconvex nonlinear programming. SIAM J. Optim. 8, 1132-1152
    • (1998) SIAM J. Optim. , vol.8 , pp. 1132-1152
    • Forsgren, A.1    Gill, P.E.2
  • 9
    • 0002688960 scopus 로고    scopus 로고
    • A primal-dual interior method for nonconvex nonlinear programming
    • Yuan, Y., ed., Beijing, China. Kluwer Academic Publishers, Dordrecht, The Netherlands
    • Gay, D.M., Overton, M.L., Wright, M.H. (1998): A primal-dual interior method for nonconvex nonlinear programming. In: Yuan, Y., ed., Proceedings of the 1996 International Conference on Nonlinear Programming, Beijing, China. Kluwer Academic Publishers, Dordrecht, The Netherlands, pp. 31-56
    • (1998) Proceedings of the 1996 International Conference on Nonlinear Programming , pp. 31-56
    • Gay, D.M.1    Overton, M.L.2    Wright, M.H.3
  • 11
    • 0022061431 scopus 로고
    • On practical conditions for the existence and uniqueness of solutions to the general equality quadratic-programming problem
    • Gould, N.I.M. (1985): On practical conditions for the existence and uniqueness of solutions to the general equality quadratic-programming problem. Math. Program. 32, 90-99
    • (1985) Math. Program. , vol.32 , pp. 90-99
    • Gould, N.I.M.1
  • 12
    • 0000976514 scopus 로고
    • On the convergence of a sequential penalty function method for constrained minimization
    • Gould, N.I.M. (1989): On the convergence of a sequential penalty function method for constrained minimization. SIAM J. Numer. Anal. 26, 107-128
    • (1989) SIAM J. Numer. Anal. , vol.26 , pp. 107-128
    • Gould, N.I.M.1
  • 13
    • 0346672928 scopus 로고
    • An algorithm for large-scale quadratic programming
    • Gould, N.I.M. (1991): An algorithm for large-scale quadratic programming. IMA J. Numer. Anal. 11, 299-324
    • (1991) IMA J. Numer. Anal. , vol.11 , pp. 299-324
    • Gould, N.I.M.1
  • 15
    • 0033437435 scopus 로고    scopus 로고
    • Solving the trust-region subproblem using the Lanczos method
    • Gould, N.I.M., Lucidi, S., Roma, M., Toint, Ph.L. (1999): Solving the trust-region subproblem using the Lanczos method. SIAM J. Optim. 9, 504-525
    • (1999) SIAM J. Optim. , vol.9 , pp. 504-525
    • Gould, N.I.M.1    Lucidi, S.2    Roma, M.3    Toint, P.L.4
  • 16
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    • Gould, N.I.M.1    Toint, P.L.2
  • 17
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    • Mifflin, R. (1975): Convergence bounds for nonlinear programming algorithms. Math. Program. 8, 251-271
    • (1975) Math. Program. , vol.8 , pp. 251-271
    • Mifflin, R.1
  • 19
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    • Interior methods for constrained optimization
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    • (1992) Acta Numer. , vol.1 , pp. 341-407
    • Wright, M.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.