Superlinearly convergent affine scaling interior trust-region method for linear constrained LC^1 minimization
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Publication:960640
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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Cites work
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- scientific article; zbMATH DE number 3848999 (Why is no real title available?)
- Numerical optimization
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- Optimization and nonsmooth analysis
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- Weakly Differentiable Functions
Cited in
(10)- Trust region affine scaling algorithms for linearly constrained convex and concave programs
- On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization
- A superlinearly convergent trust region algorithm for \(LC^1\) constrained optimization problems
- An affine scaling interior trust-region method for \(LC^{1}\) minimization subject to bounds on variables
- An Affine Scaling Interior Point Filter Line-Search Algorithm for Linear Inequality Constrained Minimization
- Global and local convergence of a new affine scaling trust region algorithm for linearly constrained optimization
- scientific article; zbMATH DE number 1186896 (Why is no real title available?)
- scientific article; zbMATH DE number 1942631 (Why is no real title available?)
- A globally and superlinearly convergent trust region method for \(LC^1\) optimization problems
- Superlinear convergence of affine scaling interior point Newton method for linear inequality constrained minimization without strict complementarity
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