An interior-point trust-funnel algorithm for nonlinear optimization (Q507313)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An interior-point trust-funnel algorithm for nonlinear optimization |
scientific article; zbMATH DE number 6680627
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An interior-point trust-funnel algorithm for nonlinear optimization |
scientific article; zbMATH DE number 6680627 |
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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
