A trust region affine scaling method for bound constrained optimization
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Publication:1942658
DOI10.1007/s10114-012-0593-2zbMath1268.65083OpenAlexW2155930105MaRDI QIDQ1942658
Publication date: 19 March 2013
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-012-0593-2
algorithmglobal convergencenumerical examplestrust regionbound constrained optimizationaffine scalingQ-linear convergenceapproximate projected gradient
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)
Related Items (2)
Trust region algorithm with two subproblems for bound constrained problems ⋮ Nonmonotone conic trust region method with line search technique for bound constrained optimization
Uses Software
Cites Work
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- A convergence analysis for a convex version of Dikin's algorithm
- Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption
- A variation on Karmarkar’s algorithm for solving linear programming problems
- Computing a Trust Region Step
- Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming
- The trust region affine interior point algorithm for convex and nonconvex quadratic programming
- An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
- CUTEr and SifDec
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