Superlinearly convergent affine scaling interior trust-region method for linear constrained \(LC^{1}\) minimization
type: Item
instance of: scholarly article
title: Superlinearly convergent affine scaling interior trust-region method for linear constrained \(LC^{1}\) minimization
zbMATH Open document ID: 1167.90021
publication date: 2009-01-05T00:00:00Z
review text: The problem under consideration consists in minimizing a differentiable function with locally Lipschitzian derivative subject to linear equality and linear inequality constraints. To solve this problem, an affine scaling trust region method with nonmonotonic interior point bactracking technique is proposed. Under suitable assumptions, global and superlinear local convergence results are obtained.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 5485353
zbMATH Keywords: linearly constrained optimization
zbMATH Keywords: trust-region method
zbMATH Keywords: interior point
zbMATH Keywords: affine scaling
zbMATH Keywords: backtracking
zbMATH Keywords: global convergence
zbMATH Keywords: superlinear convergence
author: Detong Zhu
reviewed by: Juan-Enrique Martínez-Legaz
MaRDI profile type: Publication
full work available at URL: s10114-008-5444-9
OpenAlex ID: W2380321685
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DOI: 10.1007/S10114-008-5444-9
published in: Acta Mathematica Sinica, English Series
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description: scientific article; zbMATH DE number 5485353