Nonmonotonic back-tracking trust region interior point algorithm for linear constrained optimization

DOI10.1016/S0377-0427(02)00870-1zbMath1028.65065OpenAlexW2001239641MaRDI QIDQ1811590

De-Tong Zhu

Publication date: 17 June 2003

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

Full work available at URL: https://doi.org/10.1016/s0377-0427(02)00870-1

zbMATH Keywords

global convergencenumerical experimentsNonmonotonic techniquelinear constrained optimizationTrust region methodsInterior point algorithmBack trackingline-search techniques

Mathematics Subject Classification ID

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

Related Items (10)

A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization ⋮ Global and local convergence of a new affine scaling trust region algorithm for linearly constrained optimization ⋮ A trust-region algorithm combining line search filter technique for nonlinear constrained optimization ⋮ A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints. ⋮ An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables ⋮ An affine scaling projective reduced Hessian algorithm for minimum optimization with nonlinear equality and linear inequality constraints ⋮ An affine scaling interior trust-region method for \(LC^{1}\) minimization subject to bounds on variables ⋮ An interior affine scaling projective algorithm for nonlinear equality and linear inequality constrained optimization ⋮ Nonmonotonic reduced projected Hessian method via an affine scaling interior modified gradient path for bounded-constrained optimization ⋮ An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization

Uses Software

• GQTPAR

Cites Work

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• More test examples for nonlinear programming codes
• An extension of Karmarkar's projective algorithm for convex quadratic programming
• Test examples for nonlinear programming codes
• Nonmonotonic trust region algorithm
• Computing a Trust Region Step
• Newton’s Method with a Model Trust Region Modification
• A Trust Region Interior Point Algorithm for Linearly Constrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method

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