DOAJ Open Access 2022

An affine-scaling interior-point filter line-search algorithm for constrained optimization

Zhujun Wang

Abstrak

This paper presents and analyzes an affine-scaling interior-point algorithm with a filter line-search method for solving nonlinear optimization problems with nonlinear equality constraints and nonnegative variables. In our scheme, we require that a damped Newton’s method is applied to the perturbed first-order necessary conditions to produce a search direction. Some filtered rules for a fixed barrier parameter are used to determine step acceptance. Second-order correction technique is used to reduce infeasibility and overcome the Maratos effect. The global convergence and fast local convergence rate of the proposed algorithm are established under some suitable conditions.

Topik & Kata Kunci

Applied mathematics. Quantitative methods Mathematics

Penulis (1)

Zhujun Wang

Format Sitasi

APA MLA BibTeX

Wang, Z. (2022). An affine-scaling interior-point filter line-search algorithm for constrained optimization. https://doi.org/10.1177/17483026221093954

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Informasi Jurnal

Tahun Terbit: 2022
Sumber Database: DOAJ
DOI: 10.1177/17483026221093954
Akses: Open Access ✓