A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints. (Q1412814)

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A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints.
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    A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints. (English)
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    25 November 2003
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    In this algorithm for solving programs with nonlinear objective and linear equality and inequality constraints, the trust region subproblem is defined by minimizing a quadratic subject only to an affine scaling ellipsoidal constraint in the null-space of the extended equality constraints. Conditions for local and global convergence are given.
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    algorithm
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    convergence
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    backtracking step
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    affine scaling
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    nonmonotonic technique
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    ellipsoid method
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    trust region method
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