A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints.

DOI10.1016/S0377-0427(03)00458-8zbMath1050.65064MaRDI QIDQ1412814

De-Tong Zhu

Publication date: 25 November 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithmconvergencetrust region methodaffine scalingellipsoid methodnonmonotonic techniquebacktracking step

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (11)

A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity ⋮ A class of derivative-free trust-region methods with interior backtracking technique for nonlinear optimization problems subject to linear inequality constraints ⋮ An affine scaling reduced preconditional conjugate gradient path method for linear constrained optimization ⋮ An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming ⋮ An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions ⋮ An affine scaling interior trust region method via optimal path for solving monotone variational inequality problem with linear constraints ⋮ Superlinearly convergent affine scaling interior trust-region method for linear constrained \(LC^{1}\) minimization ⋮ An Affine Scaling Interior Point Filter Line-Search Algorithm for Linear Inequality Constrained Minimization ⋮ An affine scaling optimal path method with interior backtracking curvilinear technique for linear constrained optimization ⋮ An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints ⋮ An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization

Uses Software

• GQTPAR

Cites Work

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• Nonmonotonic trust region algorithm
• A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints
• Nonmonotonic back-tracking trust region interior point algorithm for linear constrained optimization
• Computing a Trust Region Step
• On the global convergence of trust region algorithms for unconstrained minimization
• Newton’s Method with a Model Trust Region Modification
• A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems
• A Nonmonotone Line Search Technique for Newton’s Method
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds

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