An Affine Scaling Interior Point Filter Line-Search Algorithm for Linear Inequality Constrained Minimization
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Publication:3058365
DOI10.1080/01630563.2010.496302zbMath1208.49040OpenAlexW2167991535MaRDI QIDQ3058365
Publication date: 19 November 2010
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630563.2010.496302
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)
Related Items (3)
Projected affine-scaling interior-point Newton's method with line search filter for box constrained optimization ⋮ A class of improved affine-scaling interior-point secant filter methods for minimization with equality and box constraints ⋮ An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization
Cites Work
- Superlinear convergence of affine scaling interior point Newton method for linear inequality constrained minimization without strict complementarity
- Superlinearly convergent affine scaling interior trust-region method for linear constrained \(LC^{1}\) minimization
- Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems
- A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints.
- Numerical Optimization
- CUTE
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- Line Search Filter Methods for Nonlinear Programming: Local Convergence
- Nonlinear programming without a penalty function.
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