Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4633939 | Applied Mathematics and Computation | 2008 | 18 Pages |
Abstract
In this paper we propose an affine scaling interior algorithm via Lanczos path for solving nonlinear equality systems subject to bounds on variables. Employing the affine scaling Lanczos path search strategy, we obtain an iterative direction by solving the linearize model. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which is strictly feasible and makes the objective function nonmonotonically decreasing. The global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions. Furthermore, the numerical results of the proposed algorithm indicate to be effective.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Chunxia Jia, Detong Zhu,