Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4628159 | Applied Mathematics and Computation | 2014 | 12 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhujun Wang, Detong Zhu,