An Affine Scaling Interior Trust-Region Algorithm Combining Backtracking Line Search with Filter Technique for Nonlinear Constrained Optimization

DOI10.1080/01630563.2015.1043371zbMath1328.49033OpenAlexW2546760477MaRDI QIDQ3453793

De-Tong Zhu, Yong Gang Pei

Publication date: 30 November 2015

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2015.1043371

zbMATH Keywords

nonlinear programminginterior point methodline searchtrust-region methodnonlinear constrained optimizationfilter technique

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51) Decomposition methods (49M27) Methods of successive quadratic programming type (90C55)

Cites Work

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• On the superlinear local convergence of a filter-SQP method
• An affine scaling projective reduced Hessian algorithm for minimum optimization with nonlinear equality and linear inequality constraints
• A penalty-free-type nonmonotone trust-region method for nonlinear constrained optimization
• A filter-trust-region method for LC 1 unconstrained optimization and its global convergence
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• Numerical Optimization
• On the Global Convergence of a Filter--SQP Algorithm
• A Filter Method with Unified Step Computation for Nonlinear Optimization
• Nonlinear programming without a penalty function.

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