Projected affine-scaling interior-point Newton's method with line search filter for box constrained optimization

DOI10.1016/j.amc.2013.12.091zbMath1410.90243OpenAlexW2048823795MaRDI QIDQ1644087

Zhujun Wang, De-Tong Zhu

Publication date: 21 June 2018

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

Full work available at URL: https://doi.org/10.1016/j.amc.2013.12.091

zbMATH Keywords

Newton's methodinterior-pointfilter-line-search methodprojected affine-scaling

Mathematics Subject Classification ID

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

Related Items

Line search filter inexact secant methods for nonlinear equality constrained optimization, Generalized affine scaling algorithms for linear programming problems

Cites Work

• Unnamed Item
• On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints
• A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
• Global convergence of slanting filter methods for nonlinear programming
• Gauss-Newton-based BFGS method with filter for unconstrained minimization
• Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption
• A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations
• A nonsmooth version of Newton's method
• An affine scaling interior algorithm via Lanczos path for solving bound-constrained nonlinear systems
• An affine scaling interior trust-region method for \(LC^{1}\) minimization subject to bounds on variables
• An Affine Scaling Interior Point Filter Line-Search Algorithm for Linear Inequality Constrained Minimization
• A Continuously Differentiable Exact Penalty Function for Nonlinear Programming Problems with Inequality Constraints
• Optimization and nonsmooth analysis
• Numerical Optimization
• An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
• Projected Newton Methods for Optimization Problems with Simple Constraints
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence