An interior algorithm for nonlinear optimization that combines line search and trust region steps
نویسندگان
چکیده
منابع مشابه
An interior algorithm for nonlinear optimization that combines line search and trust region steps
An interior-point method for nonlinear programming is presented. It enjoys the flexibility of switching between a line search method that computes steps by factoring the primal-dual equations and a trust region method that uses a conjugate gradient iteration. Steps computed by direct factorization are always tried first, but if they are deemed ineffective, a trust region iteration that guarante...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2005
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-004-0560-5