A global convergence theory for Dennis, El-Alem, and Maciel's class of trust-region algorithms for constrained optimization without assuming regularity

Authors
Citation
M. El-alem, A global convergence theory for Dennis, El-Alem, and Maciel's class of trust-region algorithms for constrained optimization without assuming regularity, SIAM J OPTI, 9(4), 1999, pp. 965-990
Citations number
51
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
9
Issue
4
Year of publication
1999
Pages
965 - 990
Database
ISI
SICI code
1052-6234(1999)9:4<965:AGCTFD>2.0.ZU;2-C
Abstract
This work presents a convergence theory for Dennis, El-Alem, and Maciel's c lass of trust-region-based algorithms for solving the smooth nonlinear prog ramming problem with equality constraints. The results are proved under ver y mild conditions on the quasi-normal and tangential components of the tria l steps. The Lagrange multiplier estimates and the Hessian estimates are as sumed to be bounded. No regularity assumption is made. In particular, linea r independence of the gradients of the constraints is not assumed. The theo ry proves global convergence for the class. In particular, it shows that a subsequence of the iteration sequence satisfies one of four types of Mayer- Bliss stationary conditions in the limit.