A primal-dual trust region algorithm for nonlinear optimization
نویسندگان
چکیده
منابع مشابه
A primal-dual trust region algorithm for nonlinear optimization
This paper concerns general (nonconvex) nonlinear optimization when first and second derivatives of the objective and constraint functions are available. The proposed method is based on finding an approximate solution of a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained subproblem is an augmented penalty-barrier function th...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2004
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-003-0486-3