caa a22 4500 475769457 CHVBK 20180406123615.0 cr unu---uuuuu 170329e20001101xx s 000 0 eng 10.1007/PL00011391 doi (NATIONALLICENCE)springer-10.1007/PL00011391 A trust region method based on interior point techniques for nonlinear programming [Elektronische Daten] [Richard H. Byrd, Jean Charles Gilbert, Jorge Nocedal] Abstract. : An algorithm for minimizing a nonlinear function subject to nonlinear inequality constraints is described. It applies sequential quadratic programming techniques to a sequence of barrier problems, and uses trust regions to ensure the robustness of the iteration and to allow the direct use of second order derivatives. This framework permits primal and primal-dual steps, but the paper focuses on the primal version of the new algorithm. An analysis of the convergence properties of this method is presented. Springer-Verlag Berlin Heidelberg, 2000 Key words: constrained optimization - interior point method - large-scale optimization - nonlinear programming - primal method - primal-dual method - SQP iteration - barrier method - trust region method Mathematics Subject Classification (1991): 20E28, 20G40, 20C20 nationallicence Byrd Richard H. Computer Science Department, University of Colorado, Boulder CO 80309, USA, US aut Gilbert Jean Charles INRIA Rocquencourt, B.P. 105, 78153 Le Chesnay Cedex, France, FR aut Nocedal Jorge ECE Department, Northwestern University, Evanston Il 60208, USA, US aut https://doi.org/10.1007/PL00011391 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/PL00011391 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Byrd Richard H. Computer Science Department, University of Colorado, Boulder CO 80309, USA, US aut NATIONALLICENCE 700 1- Gilbert Jean Charles INRIA Rocquencourt, B.P. 105, 78153 Le Chesnay Cedex, France, FR aut NATIONALLICENCE 700 1- Nocedal Jorge ECE Department, Northwestern University, Evanston Il 60208, USA, US aut Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer