An affine scaling interior trust-region method for \(LC^{1}\) minimization subject to bounds on variables
From MaRDI portal
Publication:2489419
DOI10.1016/j.amc.2005.02.053zbMath1091.65059OpenAlexW1984336031MaRDI QIDQ2489419
Publication date: 28 April 2006
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2005.02.053
algorithmconvergencenonlinear programminginterior point methodtrust region methodnonsmooth problemsaffine scalingnonmonotonic technique
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)
Related Items (4)
Projected affine-scaling interior-point Newton's method with line search filter for box constrained optimization ⋮ A trust-region algorithm combining line search filter technique for nonlinear constrained optimization ⋮ An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming ⋮ Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions
- An extension of Karmarkar's projective algorithm for convex quadratic programming
- A trust region algorithm for equality constrained optimization
- On NCP-functions
- Nonmonotonic trust region algorithm
- A Newton method for a class of quasi-variational inequalities
- Nonmonotonic back-tracking trust region interior point algorithm for linear constrained optimization
- A nonsmooth version of Newton's method
- Computing a Trust Region Step
- Newton’s Method with a Model Trust Region Modification
- Weakly Differentiable Functions
- A special newton-type optimization method
- A Trust Region Interior Point Algorithm for Linearly Constrained Optimization
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- A Nonmonotone Line Search Technique for Newton’s Method
- An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
- Globally convergent inexact generalized Newton method for first-order differentiable optimization problems
This page was built for publication: An affine scaling interior trust-region method for \(LC^{1}\) minimization subject to bounds on variables