Article ID Journal Published Year Pages File Type
4628159 Applied Mathematics and Computation 2014 12 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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