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A trust region strategy for nonlinear equality constrained optimization. (English) Zbl 0566.65048
Numerical optimization, Proc. SIAM Conf., Boulder/Colo. 1984, 71-82 (1985).
[For the entire collection see Zbl 0552.00011.]
The authors propose a trust region method for solving the equality constrained nonlinear programming problems. In each step, a certain subproblem is formulated and solved. The objective function could be a quadratic approximation of the original objective function or of the Lagrange function, where the constraints are obtained by bounding the step size and a linear constraint approximation in the $$L_ 2$$-norm. Relationships of the trust region method with penalty or augmented Lagrangian functions and the sequential quadratic programming method are shown. A few comparative numerical results are presented based on an experimental implementation of the method and a standard SQP-code (VFO2AD).
Reviewer: K.Schittkowski

MSC:
 65K05 Numerical mathematical programming methods 90C30 Nonlinear programming