ISSN:
1436-4646
Keywords:
Key words: constrained optimization – interior point method – large-scale optimization – nonlinear programming – primal method – primal-dual method – SQP iteration – barrier method – trust region method Mathematics Subject Classification (1991): 20E28, 20G40, 20C20
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract. An algorithm for minimizing a nonlinear function subject to nonlinear inequality constraints is described. It applies sequential quadratic programming techniques to a sequence of barrier problems, and uses trust regions to ensure the robustness of the iteration and to allow the direct use of second order derivatives. This framework permits primal and primal-dual steps, but the paper focuses on the primal version of the new algorithm. An analysis of the convergence properties of this method is presented.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/PL00011391
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