Superlinearly convergent affine scaling interior trust-region method for linear constrained \(LC^{1}\) minimization (Q960640)
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scientific article; zbMATH DE number 5485353
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| English | Superlinearly convergent affine scaling interior trust-region method for linear constrained \(LC^{1}\) minimization |
scientific article; zbMATH DE number 5485353 |
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Superlinearly convergent affine scaling interior trust-region method for linear constrained \(LC^{1}\) minimization (English)
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5 January 2009
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The problem under consideration consists in minimizing a differentiable function with locally Lipschitzian derivative subject to linear equality and linear inequality constraints. To solve this problem, an affine scaling trust region method with nonmonotonic interior point bactracking technique is proposed. Under suitable assumptions, global and superlinear local convergence results are obtained.
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linearly constrained optimization
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trust-region method
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interior point
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affine scaling
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backtracking
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global convergence
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superlinear convergence
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0.95062745
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0.94751114
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0.93963385
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0.93191844
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0.9309823
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0.9095168
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