Treffer: A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints

Title:
A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints
Authors:
DETONG ZHU
Source:
Journal of computational and applied mathematics. 161(1):1-25
Publisher Information:
Amsterdam: Elsevier, 2003.
Publication Year:
2003
Physical Description:
print, 14 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Calcul des variations et contrôle optimal, Calculus of variations and optimal control, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Programmation mathématique numérique, Numerical methods in mathematical programming, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Programmation mathématique, Mathematical programming, Analyse numérique, Numerical analysis, Análisis numérico, Backtracking, Contrainte inégalité, Inequality constraint, Constreñimiento desigualdad, Contrainte égalité, Equality constraint, Constreñimiento igualdad, Convergence méthode numérique, Convergence of numerical methods, Méthode point intérieur, Interior point method, Método punto interior, Optimisation sous contrainte, Constrained optimization, Optimización con restricción, Programmation mathématique, Mathematical programming, Programación matemática, Taux convergence, Convergence rate, Relación convergencia, Méthode région confiance, Trust region method, Redimensionnement affine, Affine scaling, Technique non monotone, Nonmonotonic technique
Document Type:
Fachzeitschrift Article
File Description:
text
Language:
English
Author Affiliations:
Department of Mathematics, Shanghai Normal University, Shanghai 200234, China
ISSN:
0377-0427
Access URL:
http://pascal-francis.inist.fr/vibad/index.php?action=search&terms=15234885
Rights:
Copyright 2004 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics

Operational research. Management
Accession Number:
edscal.15234885
Database:
PASCAL Archive

Weitere Informationen

In this paper we propose a new interior affine scaling region algorithm with nonmonotonic interior point backtracking technique for nonlinear optimization subject to linear equality and inequality constraints. The trust region subproblem in the proposed algorithm is defined by minimizing a quadratic function subject only to an affine scaling ellipsoidal constraint in a null subspace of the extended equality constraints. Using both trust region strategy and line search technique, the affine scaling trust region subproblem at each iteration generates backtracking interior step to obtain a new accepted step. The global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions. A nonmonotonic criterion should bring about speeding up the convergence progress in some ill-conditioned cases.