메뉴 건너뛰기




Volumn 117, Issue 1, 2000, Pages 35-60

Nonmonotonic projected algorithm with both trust region and line search for constrained optimization

Author keywords

65K05; 90C30; Constrained optimization; Fletcher's penalty function; Line search; Nonmonotonic technique; Trust region

Indexed keywords

CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; OPTIMIZATION;

EID: 0033738055     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(99)00327-1     Document Type: Article
Times cited : (7)

References (17)
  • 1
    • 0023430609 scopus 로고
    • A trust region algorithm for nonlinearly constrained optimization
    • Byrd R.H., Schnable R.B., Shultz G.A. A trust region algorithm for nonlinearly constrained optimization. SIAM J. Numer. Anal. 24:1987;1152-1170.
    • (1987) SIAM J. Numer. Anal. , vol.24 , pp. 1152-1170
    • Byrd, R.H.1    Schnable, R.B.2    Shultz, G.A.3
  • 2
    • 0002336672 scopus 로고
    • A trust region strategy for nonlinear equality constrained optimization
    • in: P. Boggs et al. (Eds.), SIAM, Philadelphia
    • M.R. Celis, J.E. Dennis, R.A. Tapia, A trust region strategy for nonlinear equality constrained optimization, in: P. Boggs et al. (Eds.), Numerical Optimization, SIAM, Philadelphia, 1985 , pp. 71-82.
    • (1985) Numerical Optimization , pp. 71-82
    • Celis, M.R.1    Dennis, J.E.2    Tapia, R.A.3
  • 3
    • 0021477252 scopus 로고
    • On the local convergence of a quasi-Newton method for the nonlinear programming problem
    • Coleman T.F., Conn A.R. On the local convergence of a quasi-Newton method for the nonlinear programming problem. SIAM J. Numer. Anal. 21:1984;755-769.
    • (1984) SIAM J. Numer. Anal. , vol.21 , pp. 755-769
    • Coleman, T.F.1    Conn, A.R.2
  • 4
    • 0018505838 scopus 로고
    • Two new unconstrained optimization algorithms which use function and gradient values
    • Dennis J.E.Jr., Mei H. Two new unconstrained optimization algorithms which use function and gradient values. J. Optim. Theory Appl. 28:1979;453-482.
    • (1979) J. Optim. Theory Appl. , vol.28 , pp. 453-482
    • Dennis, J.e.jr.1    Mei, H.2
  • 6
    • 0000669027 scopus 로고
    • Local convergence of secant methods for nonlinear constrained optimization
    • Fontecilla R. Local convergence of secant methods for nonlinear constrained optimization. SIAM J. Numer. Anal. 25:1988;692-712.
    • (1988) SIAM J. Numer. Anal. , vol.25 , pp. 692-712
    • Fontecilla, R.1
  • 7
    • 0023427456 scopus 로고
    • A convergence theory for a class of quasi-Newton methods for constrained optimization
    • Fontecilla R., Steihaug T., Tapia R. A convergence theory for a class of quasi-Newton methods for constrained optimization. SIAM J. Numer. Anal. 24:1987;1133-1152.
    • (1987) SIAM J. Numer. Anal. , vol.24 , pp. 1133-1152
    • Fontecilla, R.1    Steihaug, T.2    Tapia, R.3
  • 8
    • 0000106422 scopus 로고
    • Computing modified Newton directions using a partial Cholesky factorization
    • Forsgren A., Gill P.E., Murray W. Computing modified Newton directions using a partial Cholesky factorization. SIAM J. Sci. Comput. 16:1995;139-150.
    • (1995) SIAM J. Sci. Comput. , vol.16 , pp. 139-150
    • Forsgren, A.1    Gill, P.E.2    Murray, W.3
  • 9
    • 0022766519 scopus 로고
    • A nonmonotonic line search technique for Newton's methods
    • Grippo L., Lampariello F., Lucidi S. A nonmonotonic line search technique for Newton's methods. SIAM J. Numer. Anal. 23:1986;707-716.
    • (1986) SIAM J. Numer. Anal. , vol.23 , pp. 707-716
    • Grippo, L.1    Lampariello, F.2    Lucidi, S.3
  • 10
    • 0022145863 scopus 로고
    • Projected Hessian updating algorithms for nonlinearly constrained optimization
    • Nocedal J., Overton M.L. Projected Hessian updating algorithms for nonlinearly constrained optimization. SIAM J. Numer. Anal. 22:1985;821-850.
    • (1985) SIAM J. Numer. Anal. , vol.22 , pp. 821-850
    • Nocedal, J.1    Overton, M.L.2
  • 11
    • 0002626123 scopus 로고
    • A hybrid method for nonlinear equations
    • in: P. Rabinowitz (Ed.), Gordon and Breach, London
    • M.J.D. Powell, A hybrid method for nonlinear equations, in: P. Rabinowitz (Ed.), Numerical Methods for Nonlinear Algebraic Equations, Gordon and Breach, London, 1970 , pp. 87-114.
    • (1970) Numerical Methods for Nonlinear Algebraic Equations , pp. 87-114
    • Powell, M.J.D.1
  • 12
    • 0022755948 scopus 로고
    • A recursive quadratic programming algorithm that uses differentiable exact penalty functions
    • Powell M.J.D., Yuan Y. A recursive quadratic programming algorithm that uses differentiable exact penalty functions. Math. Programming. 35:1986;265-278.
    • (1986) Math. Programming , vol.35 , pp. 265-278
    • Powell, M.J.D.1    Yuan, Y.2
  • 14
    • 84966224209 scopus 로고
    • On secant updates for use in general constrained optimization
    • Tapia R. On secant updates for use in general constrained optimization. Math. Comp. 51:1988;181-202.
    • (1988) Math. Comp. , vol.51 , pp. 181-202
    • Tapia, R.1
  • 15
    • 0025517082 scopus 로고
    • Projected quasi-Newton algorithm with trust region for constrained optimization
    • Zhang J., Zhu D. Projected quasi-Newton algorithm with trust region for constrained optimization. J. Optim. Theory Appl. 67:1990;369-393.
    • (1990) J. Optim. Theory Appl. , vol.67 , pp. 369-393
    • Zhang, J.1    Zhu, D.2
  • 16
    • 0040403608 scopus 로고
    • A convergence secant method for constrained optimization
    • Zhang J., Zhu D. A convergence secant method for constrained optimization. Japan J. Ind. Appl. Math. 11:1990;265-288.
    • (1990) Japan J. Ind. Appl. Math. , vol.11 , pp. 265-288
    • Zhang, J.1    Zhu, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.