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Type: Artigo de periódico
Author: Bielschowsky, RH
Gomes, FAM
Abstract: This paper describes a new algorithm for solving nonlinear programming problems with equality constraints. The method introduces the idea of using trust cylinders to keep the infeasibility under control. Each time the trust cylinder is violated, a restoration step is called and the infeasibility level is reduced. The radius of the trust cylinder has a nonincreasing update scheme, so eventually a feasible (and optimal) point is obtained. Global and local convergence of the algorithm are analyzed, as well as its numerical performance. The results suggest that the algorithm is promising.
Subject: nonlinear programming
constrained optimization
large-scale optimization
Country: EUA
Editor: Siam Publications
Citation: Siam Journal On Optimization. Siam Publications, v. 19, n. 3, n. 1299, n. 1325, 2008.
Rights: aberto
Identifier DOI: 10.1137/070679557
Date Issue: 2008
Appears in Collections:Unicamp - Artigos e Outros Documentos

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