A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints. (Q1412814)
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scientific article; zbMATH DE number 2009266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints. |
scientific article; zbMATH DE number 2009266 |
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A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints. (English)
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25 November 2003
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In this algorithm for solving programs with nonlinear objective and linear equality and inequality constraints, the trust region subproblem is defined by minimizing a quadratic subject only to an affine scaling ellipsoidal constraint in the null-space of the extended equality constraints. Conditions for local and global convergence are given.
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algorithm
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convergence
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backtracking step
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affine scaling
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nonmonotonic technique
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ellipsoid method
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trust region method
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