A note on using alternative second-order models for the subproblems arising in barrier function methods for minimization
type: Item
instance of: scholarly article
title: A note on using alternative second-order models for the subproblems arising in barrier function methods for minimization
zbMATH Open document ID: 0810.65058
author: Andrew R. Conn
author: Nick I. M. Gould
author: Philippe L. Toint
published in: Numerische Mathematik
publication date: 1994-11-21T00:00:00Z
full work available at URL: cgtCERFACS9317.pdf
review text: For an inequality constrained minimization problem a weighted/shifted logarithmic barrier function method is presented. Since in the inner iteration the use of the standard Newton method has a number of potential dangers (the Newton step may not be possible, badly conditioned Newton equation, etc.), the authors recommend in \((k + 1)\)th iteration to determine a stationary point of the barrier function. The main attention of the paper is devoted to the relationship between the shifts and weights for one inner iteration and for the next and its implication for the case of solving successive inner iteration subproblems.
reviewed by: Riho Lepp
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 691557
zbMATH Keywords: constrained minimization
zbMATH Keywords: logarithmic barrier function method
zbMATH Keywords: Newton method
zbMATH Keywords: inner iteration subproblems
MaRDI profile type: Publication
OpenAlex ID: W1977361487
Wikidata QID: Q58185912
DOI: 10.1007/S002110050046
description: scientific article; zbMATH DE number 691557