A Robust Trust-Region Algorithm with a Nonmonotonic Penalty Parameter Scheme for Constrained Optimization
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software
Link
http://epubs.siam.org/doi/pdf/10.1137/0805018
Reference18 articles.
1. On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
2. A Trust Region Algorithm for Nonlinearly Constrained Optimization
3. Nonlinear programming via an exact penalty function: Asymptotic analysis
4. A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization
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