Projected quasi-Newton algorithm with trust region for constrained optimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/BF00940481.pdf
Reference12 articles.
1. Nocedal, J., andOverton, M. L.,Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization, SIAM Journal on Numerical Analysis, Vol. 22, pp. 821?850, 1985.
2. Zhang, J., andZhu, D.,Some Improved Two-Sided Projected Quasi-Newton Algorithms and Their Convergence, Part 1: Method and Global Convergence, Acta Mathematicae Applicatae Sinica (English Series), Vol. 5, pp. 33?45, 1989.
3. Zhang, J., andZhu, D.,Some Improved Two-Sided Projected Quasi-Newton Algorithms and Their Convergence, Part 2: Local Convergence Rate and Numerical Results, Acta Mathematicae Applicatae Sinica (English Series), Vol. 5, pp. 46?59, 1989.
4. Bertsekas, D. P.,Constrained Optimization and Lagrange Multiplier Methods, Academic Press, New York, New York, 1982.
5. Fletcher, R.,An Exact Penalty Function for Nonlinear Programming with Inequalities, Mathematical Programming, Vol. 5, pp. 129?150, 1973.
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