کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4628159 1631824 2014 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Projected affine-scaling interior-point Newton’s method with line search filter for box constrained optimization
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Projected affine-scaling interior-point Newton’s method with line search filter for box constrained optimization
چکیده انگلیسی

We present a new projected affine-scaling interior-point Newton’s method with a line search filter algorithm for nonlinear optimization problems with box constraints. The global convergence of the proposed algorithm is established under some reasonable conditions. Furthermore, the method is shown to be locally quadratically convergent under the strong second order sufficiency condition without assuming strict complementarity of the solution. Numerical experiments are presented that confirm the robustness and efficiency of the approach.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 230, 1 March 2014, Pages 484–495
نویسندگان
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