Trust-region interior-point SQP algorithms for a class of nonlinear programming problems

SIAM Journal on Control and Optimization

Volumn 36, Issue 5, 1998, Pages 1750-1794

  Dennis, J E ^a   Heinkenschloss, Matthias ^a   Vicente, Luís N ^a,b  

^a Rice University   (United States)

^b UNIVERSITY OF COIMBRA   (Portugal)

Author keywords

Coleman Li affine scaling; Dikin karmarkar ellipsoid; Interior point algorithms; Nonlinear programming; Optimal control problems; Simple bounds; SQP methods; Trust region methods

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; LINEAR EQUATIONS; NONLINEAR EQUATIONS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; PARTIAL DIFFERENTIAL EQUATIONS; PROBLEM SOLVING;

COLEMAN-LI AFFINE SCALING; DIKIN-KARMARKAR ELLIPSOID; KARUSH-KUHN-TUCKER LIMIT POINT; SEQUENTIAL QUADRATIC PROGRAMMING METHODS; SIMPLE BOUNDS; TRUST REGION METHODS;

NONLINEAR PROGRAMMING;

EID: 0032165036     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S036012995279031     Document Type: Article

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