Global and local convergence of a new affine scaling trust region algorithm for linearly constrained optimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10114-016-4513-8.pdf
Reference22 articles.
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2. Bai, Y. Q., Guo, J. L., Roos, C.: A new kernel function yielding the best known iteration bounds for primal-dual interior-point algorithms. Acta Math. Sin., Engl. Ser., 25, 2169–2178 (2009)
3. Bonnans, J. F., Pola, C.: A trust region interior point algorithm for linear constrained optimization. SIAM J. Optim., 7, 717–731 (1997)
4. Chen, Y., Sun, W. Y.: A dwindling filter line search method for unconstrained optimization. Math. Comp., 84, 187–208 (2015)
5. Chen, Z. W., Zhang, X. S.: A trust-region and affine scaling algorithm for linearly constrained optimization. Sci. China Ser. A, 45, 1390–1397 (2002)
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