An interior-point penalty active-set trust-region algorithm | ||
| Journal of the Egyptian Mathematical Society | ||
| Volume 24, Issue 4, 2016, Pages 672-680 PDF (461.85 K) | ||
| DOI: 10.1016/j.joems.2016.04.003 | ||
| Author | ||
| Bothina El-Sobky* | ||
| Assistant Professor in Department of Mathematics and Computer Science, Faculty of Science, Alexandria University, Egypt | ||
| Abstract | ||
| In this work, an active set strategy is used together with a Coleman–Li strategy and penalty method to transform a general nonlinear programming problem with bound on the variables to unconstrained optimization problem with bound on the variables. A trust-region globalization strategy is used to compute a step. A global convergence theory for the proposed algorithm is pre- sented under credible assumptions. Prefatory numerical experiment on the algorithm is presented. The rendering of the algorithm is reported on some classical problem. | ||
| Keywords | ||
| Active set; Penalty method; Interior-point; Coleman–Li strategy; Trust region; Global convergence | ||
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