Computing a Trust Region Step for a Penalty Function
نویسندگان
چکیده
منابع مشابه
Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function
We propose and analyze a class of penalty-function-free nonmonotone trust-region methods for nonlinear equality constrained optimization problems. The algorithmic framework yields global convergence without using a merit function and allows nonmonotonicity independently for both, the constraint violation and the value of the Lagrangian function. Similar to the Byrd–Omojokun class of algorithms,...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific and Statistical Computing
سال: 1990
ISSN: 0196-5204,2168-3417
DOI: 10.1137/0911012