An affine scaling optimal path method with interior backtracking curvilinear technique for linear constrained optimization (Q1004230)

An affine scaling optimal path approach in association with nonmonotonic interior backtracking line search technique for nonlinear optimization subject to linear constraints is analyzed. The characterizations and properties of the affine scaling optimal curvilinear path are proved. The authors propose an algorithm which combines the techniques of optimal curvilinear path, interior point, affine scaling and nonmonotonic backtracking search. The weak global convergence of the proposed algorithm is established. Some strong global convergence and local convergence rate are discussed. Some results of numerical experiments of the proposed curvilinear algorithm are reported.