An interior-point trust-funnel algorithm for nonlinear optimization-Reference-Cited by-同舟云学术

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An interior-point trust-funnel algorithm for nonlinear optimization

Published:2016-04-07 Issue:1-2 Volume:161 Page:73-134
ISSN:0025-5610
Container-title:Mathematical Programming
language:en
Short-container-title:Math. Program.

Author:

Curtis Frank E.,Gould Nicholas I. M.,Robinson Daniel P.,Toint Philippe L.

Funder

National Science Foundation

U.S. Department of Energy

Engineering and Physical Sciences Research Council

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/s10107-016-1003-9.pdf

Reference36 articles.

1. Argáez, M., Tapia, R.: On the global convergence of a modified augmented Lagrangian linesearch interior-point Newton method for nonlinear programming. J Optim Theory Appl 114, 1–25 (2002)

2. Byrd, R.H., Curtis, F.E., Nocedal, J.: An inexact SQP method for equality constrained optimization. SIAM J. Optim. 19, 351–369 (2008)

3. Byrd, R.H., Gilbert, J.C., Nocedal, J.: A trust region method based on interior point techniques for nonlinear programming. Math. Program. 89, 149–185 (2000)

4. Byrd, R.H., Hribar, M.E., Nocedal, J.: An interior point algorithm for large-scale nonlinear programming. SIAM J. Optim. 9, 877–900 (1999)

5. Conn, A.R., Gould, N.I.M., Toint, Ph.L.: Trust-Region Methods. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA (2000)

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