An implicit trust region algorithm for constrained optimization - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports (Research Report) Year : 1992

An implicit trust region algorithm for constrained optimization

J. Frederic Bonnans
  • Function : Author
  • PersonId : 833418
  • IdHAL : bonnans

Abstract

In this paper we study the convergence of sequential quadratic programming algorithms for the nonlinear programming problems. Assuming only that the direction is a stationary point of the current quadratic program we study the local convergence properties without strict complementarity. We obtain some global and superlinearly convergent algorithm. As a particular case we formulate an extension of Newton's method that is quadratically convergent to a point satisfying a strong sufficient second order condition.
Fichier principal
Vignette du fichier
RR-1780.pdf (1.05 Mo) Télécharger le fichier

Dates and versions

inria-00077020 , version 1 (29-05-2006)

Identifiers

  • HAL Id : inria-00077020 , version 1

Cite

J. Frederic Bonnans, Geneviève Launay. An implicit trust region algorithm for constrained optimization. [Research Report] RR-1780, INRIA. 1992. ⟨inria-00077020⟩
77 View
55 Download

Share

Gmail Facebook Twitter LinkedIn More