A class of improved affine-scaling interior-point secant filter methods for minimization with equality and box constraints
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s12190-014-0766-5.pdf
Reference12 articles.
1. Chen, Z., Liu, Q.: Convergence of affine-scaling interior-point methods with line search for box constrained optimization. Numer. Func. Anal. Opt. 32, 155–176 (2011)
2. Coleman, T.F., Li, Y.: An interior trust region approach for nonlinear minimization subject to bounds. SIAM J. Optim. 6, 418–445 (1996)
3. Coleman, T.F., Li, Y.: A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints. Math. Program. 88, 1–31 (2000)
4. MPS/SIAM Ser. Optim.;AR Conn,2000
5. Fletcher, R., Leyffer, S.: Nonlinear programming without a penaty function. Math. Program. 91, 44–59 (2002)
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