A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints.
type: Item
instance of: scholarly article
title: A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints.
zbMATH Open document ID: 1050.65064
DOI: 10.1016/S0377-0427(03)00458-8
published in: Journal of Computational and Applied Mathematics
publication date: 2003-11-25T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C51
zbMATH DE Number: 2009266
zbMATH Keywords: algorithm
zbMATH Keywords: convergence
zbMATH Keywords: backtracking step
zbMATH Keywords: affine scaling
zbMATH Keywords: nonmonotonic technique
zbMATH Keywords: ellipsoid method
zbMATH Keywords: trust region method
author: Detong Zhu
reviewed by: Sanjo Zlobec
describes a project that uses: GQTPAR
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2009266