A class of collinear scaling algorithms for bound-constrained optimization: Derivation and computational results

DOI10.1016/J.CAM.2008.11.005MaRDI QIDQ1026441zbMATH OpenOpenAlexFDO

Authors Wayne L. Tabor, K. A. Ariyawansa

Publication date 25 June 2009

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2008.11.005

zbMATH Keywords

algorithmbarrier algorithmbarrier functionbound-constrained minimization problemconic modelconvergencenumerical resultsouter and inner iterationsquadratic subproblems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Review text

Algorithms for the approximated solution of a bound-constrained minimization problem are described. The construction of a local conic model for the barrier function and various alternatives for defining the corresponding quadratic subproblems are discussed. Methods for solving the quadratic subproblems and convergence criteria are examined. Algorithm schemes are presented for the outer and inner iterations of a proposed conic model trust region barrier algorithm. Some numerical results are obtained by applying various versions of the proposed algorithm to a variety of test problems.

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Cites work

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Cited in

(4)

• Line search termination criteria for collinear scaling algorithms for minimizing a class of convex functions
• A class of collinear scaling algorithms for bound-constrained optimization: convergence theorems
• A conic affine scaling dogleg method for nonlinear optimization with bound constraints
• scientific article; zbMATH DE number 679870 (Why is no real title available?)

Describes a project that uses

Uses Software

• GQTPAR
• CUTE
• CUTEr

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