Corrigendum : nonlinear programming without a penalty function or a filter

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DOI	10.5286/raltr.2011006
Persistent URL	http://purl.org/net/epubs/work/54929
Record Status	Checked
Record Id	54929
Title	Corrigendum : nonlinear programming without a penalty function or a filter
Contributors	NIM Gould (STFC Rutherford Appleton Lab.), DP Robinson (Oxford U.), PL Toint (Facultes Universaires ND de la Paix)
Abstract	A new method is introduced for solving equality constrained nonlinear optimization problems. This method does not use a penalty function, nor a filter, and yet can be proved to be globally convergent to first-order stationary points. It uses different trust-regions to cope with the nonlinearity of the objective and constraint functions, and allows inexact SQP steps that do not lie exactly in the nullspace of the local Jacobian. Preliminary numerical experiments on CUTEr problems indicate that the method performs well.
Organisation	CSE , CSE-NAG , STFC
Keywords	numerical algorithms , nonlinear optimization , equality constraints , global convergence
Funding Information
Related Research Object(s):	42072 , 49196904
Licence Information:
Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-2011-006. 2011.		RAL-TR-2011-006.pdf	2011