On the Global Convergence of a Projective Trust Region Algorithm for Nonlinear Equality Constrained Optimization

A trust-region sequential quadratic programming (SQP) method is developed and analyzed for the solution of smooth equality constrained optimization problems. The trust-region SQP algorithm is based on filter line search technique and a composite-step approach, which decomposes the overall step as su...

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Bibliographic Details
Published in:	Acta mathematica Sinica. English series Vol. 34; no. 12; pp. 1804 - 1828
Main Authors:	Pei, Yong Gang, Zhu, De Tong
Format:	Journal Article
Language:	English
Published:	Beijing Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 01.12.2018 Springer Nature B.V
Subjects:	Algorithms Constraints Convergence Mathematics Mathematics and Statistics Optimization Optimization algorithms Quadratic programming 65K05 90C30 Sequential quadratic programming global convergence 90C55 trust-region filter line search projection 49M37
ISSN:	1439-8516, 1439-7617
Online Access:	Get full text
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