An interior-point trust-funnel algorithm for nonlinear optimization (Q507313)
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| Language | Label | Description | Also known as |
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| English | An interior-point trust-funnel algorithm for nonlinear optimization |
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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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