An interior-point trust-funnel algorithm for nonlinear optimization (Q507313): Difference between revisions
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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. | |||
| Property / review text: 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. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Hans Benker / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65K05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 49M37 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C26 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6680627 / rank | |||
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| Property / zbMATH Keywords | |||
nonlinear optimization | |||
| Property / zbMATH Keywords: nonlinear optimization / rank | |||
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| Property / zbMATH Keywords | |||
funnel mechanism | |||
| Property / zbMATH Keywords: funnel mechanism / rank | |||
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| Property / zbMATH Keywords | |||
trust-region methods | |||
| Property / zbMATH Keywords: trust-region methods / rank | |||
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Revision as of 01:54, 1 July 2023
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)
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3 February 2017
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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.
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nonlinear optimization
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funnel mechanism
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trust-region methods
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