New convergence results on an algorithm for norm constrained regularization and related problems
RAIRO - Operations Research - Recherche Opérationnelle, Tome 31 (1997) no. 3, pp. 269-294.

Voir la notice de l'article provenant de la source Numdam

@article{RO_1997__31_3_269_0,
     author = {Mart{\'\i}nez, Jos\'e Mario and Santos, Sandra Augusta},
     title = {New convergence results on an algorithm for norm constrained regularization and related problems},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {269--294},
     publisher = {EDP-Sciences},
     volume = {31},
     number = {3},
     year = {1997},
     mrnumber = {1462321},
     zbl = {0887.90160},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RO_1997__31_3_269_0/}
}
TY  - JOUR
AU  - Martínez, José Mario
AU  - Santos, Sandra Augusta
TI  - New convergence results on an algorithm for norm constrained regularization and related problems
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1997
SP  - 269
EP  - 294
VL  - 31
IS  - 3
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/item/RO_1997__31_3_269_0/
LA  - en
ID  - RO_1997__31_3_269_0
ER  - 
%0 Journal Article
%A Martínez, José Mario
%A Santos, Sandra Augusta
%T New convergence results on an algorithm for norm constrained regularization and related problems
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1997
%P 269-294
%V 31
%N 3
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/item/RO_1997__31_3_269_0/
%G en
%F RO_1997__31_3_269_0
Martínez, José Mario; Santos, Sandra Augusta. New convergence results on an algorithm for norm constrained regularization and related problems. RAIRO - Operations Research - Recherche Opérationnelle, Tome 31 (1997) no. 3, pp. 269-294. http://geodesic.mathdoc.fr/item/RO_1997__31_3_269_0/

1. J. Abadie and J. Carpentier, Generalization of the Wolfe reduced-gradient method to the case of nonlinear constraints, in Optimization, R. Fletcher (Ed.), Academic Press, London, 1969. | Zbl | MR

2. S. D. B. Bitar and A. Friedlander, On the identification properties of a trust-region algorithm on domains given by nonlinear inequalities, Relatório Técnico, Instituto de Matemática, Universidade Estadual de Campinas, Brazil 1995.

3. P. T. Boggs, J. W. Tolle and P. Wang, On the local convergence of quasi-Newton methods for constrained optimization, SIAM Journal on Control and Optimization, 1982, 20, pp. 161-171. | Zbl | MR

4. M. R. Celis, J. E. Dennis and R. A. Tapia, A trust region strategy for nonlinear equality constrained optimization, in Numerical Optimization, (P. T. Boggs, R. Byrd and R. Schnabel, eds.), SIAM, Philadelphia, 1984, pp. 71-82. | Zbl | MR

5. A. R. Conn, N. I. M. Gould and Ph. L. Toint, Global convergence of a class of trust region algorithms for optimization with simple bounds, SIAM Journal on Numerical Analysis, 1988, 25, pp. 433-460. See also SIAM Journal on Numerical Analysis, 1989, 26, pp. 764-767. | Zbl | MR

6. M. M. El-Alem, A global convergence theory for the Celis-Dennis-Tapia trust region algorithm for constrained optimization, SIAM Journal on Numerical Analysis, 1991, 28, pp. 266-290. | Zbl | MR

7. R. Fletcher, Practical Methods of Optimization, (2nd edition), John Wiley and Sons, Chichester, New York, Brisbane, Toronto and Singapore, 1987. | Zbl | MR

8. A. Friedlander, J. M. Martínez and S. A. Santos, A new algorithm for bound constrained minimization, Journal of Applied Mathematics and Optimization, 1994, 30, pp. 235-266. | Zbl | MR

9. D. M. Gay, Computing optimal locally constrained steps, SIAM J. Sci. Stat. Comput., 1981, 2, pp. 186-197. | Zbl | MR

10. M. Heinkenschloss, Mesh independence for nonlinear least squares problems with norm constraints, SIAM Journal on Optimization, 1993, 3, pp. 81-117. | Zbl | MR

11. L. S. Lasdon, Reduced gradient methods, in Nonlinear Optimization 1981, 1982, edited by M. J. D. Powell, Academic Press, New York, pp. 235-242. | Zbl | MR

12. D. Luenberger, Linear and Nonlinear Programming, Addison Wesley, 1984. | Zbl

13. D. Lyle and M. Szularz, Local minima of the trust-region problem, Journal of Optimization Theory an Applications, 1994, 80, pp. 117-134. | Zbl | MR

14. J. M. Martínez, Fixed-point quasi-Newton methods, SIAM Journal on Numerical Analysis, 1992, 5, pp. 1413-1434. | Zbl | MR

15. J. M. Martínez, Local minimizers of quadratic functions on Euclidean balls and spheres, SIAM Journal on Optimization, 1994, 4, pp. 159-176. | Zbl | MR

16. J. M. Martínez and S. A. Santos, A trust-region strategy for minimization on arbitrary domains, Mathematical Programming, 1995, 68, pp. 267-301. | Zbl | MR

17. J. J. Moré, Recent developments in algorithms and software for trust region methods, in Mathematical Programming Bonn 1982. The State of Art, A. Bachem, M. Grötschel and B. Korte, eds., Springer-Verlag, 1983. | Zbl | MR

18. J. J. Moré, Generalizations of the trust-region Problem, Optimization Methods and Software, 1993, 2, pp. 189-209.

19. J. J. Moré and D. C. Sorensen, Computing a trust region step, SIAM Journal on Scientific and Statistical Computing, 1983, 4, pp. 553-572. | Zbl | MR

20. M. J. D. Powell and Y. Yuan, A trust region algorithm for equality constrained optimization, Mathematical Programming, 1991, 49, pp. 189-211. | Zbl | MR

21. R. J. Stern and H. Wolkowicz, Indefinite trust region subproblems and nonsymmetric eigenvalue perturbations, Technical Report SOR 93-1, School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton University, 1993. | Zbl | MR

22. D. C. Sorensen, Newton's method with a model trust region modification, SIAM Journal on Numerical Analysis, 1982, 19, pp. 409-426. | Zbl | MR

23. A. Tikhonov and V. Arsenin, Solutions of ill-posed problems, John Wiley and Sons, New York, Toronto, London, 1977. | Zbl | MR

24. C. R. Vogel, A constrained least-squares regularization method for nonlinear ill-posed problems, SIAM Journal on Control and Optimization, 1990, 28, pp. 34-49. | Zbl | MR

25. H. Wolkowicz, On the resolution of the trust region problem, Communication at the NATO-ASI Meeting on Continuons Optimization, II Ciocco, Italy, September 1993, 1993.