A Trust Region Interior Point Algorithm for Linearly Constrained Optimization
نویسندگان
چکیده
منابع مشابه
A Trust Region Interior Point Algorithm for Linearly Constrained Optimization
We present an extension, for nonlinear optimization under linear constraints, of an algorithm for quadratic programming using a trust region idea introduced by Ye and Tse [Math. Programming, 44 (1989), pp. 157–179] and extended by Bonnans and Bouhtou [RAIRO Rech. Opér., 29 (1995), pp. 195–217]. Due to the nonlinearity of the cost, we use a linesearch in order to reduce the step if necessary. We...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 1997
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623493250639