Projected affine-scaling interior-point Newton’s method with line search filter for box constrained optimization

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...

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Bibliographic Details
Published inApplied mathematics and computation Vol. 230; pp. 484 - 495
Main Authors Wang, Zhujun, Zhu, Detong
Format Journal Article
LanguageEnglish
Published Elsevier Inc 01.03.2014
Subjects
Algorithms
Convergence
Filter-line-search method
Interior-point
Mathematical models
Newton methods
Newton’s method
Nonlinearity
Optimization
Projected affine-scaling
Robustness
Searching
Interior-point
Newton’s method
Projected affine-scaling
Filter-line-search method
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Summary: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.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2013.12.091