A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints.
In this algorithm for solving programs with nonlinear objective and linear equality and inequality constraints, the trust region subproblem is defined by minimizing a quadratic subject only to an affine scaling ellipsoidal constraint in the null-space of the extended equality constraints. Conditions for local and global convergence are given.
scientific article; zbMATH DE number 2009266
scientific article