An interior-point trust-funnel algorithm for nonlinear optimization (Q507313): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: SNOPT / rank | |||
Normal rank | |||
Revision as of 15:45, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An interior-point trust-funnel algorithm for nonlinear optimization |
scientific article |
Statements
An interior-point trust-funnel algorithm for nonlinear optimization (English)
0 references
3 February 2017
0 references
The authors present an interior-point trust-funnel algorithm for solving large-scale nonlinear optimization problems. The given algorithm achieves global convergence guarantees by combining a trust-region methodology with a funnel mechanism, but has the additional capability of being able to solve problems with both equality and inequality constraints. A flow diagram of the given trust-funnel algorithm is presented.
0 references
nonlinear optimization
0 references
funnel mechanism
0 references
trust-region methods
0 references
