An interior-point penalty active-set trust-region algorithm
El-Sobky, B. (2016). An interior-point penalty active-set trust-region algorithm. EKB Journal Management System, 24(4), 672-680. doi: 10.1016/j.joems.2016.04.003
Bothina El-Sobky. "An interior-point penalty active-set trust-region algorithm". EKB Journal Management System, 24, 4, 2016, 672-680. doi: 10.1016/j.joems.2016.04.003
El-Sobky, B. (2016). 'An interior-point penalty active-set trust-region algorithm', EKB Journal Management System, 24(4), pp. 672-680. doi: 10.1016/j.joems.2016.04.003
El-Sobky, B. An interior-point penalty active-set trust-region algorithm. EKB Journal Management System, 2016; 24(4): 672-680. doi: 10.1016/j.joems.2016.04.003

An interior-point penalty active-set trust-region algorithm

Journal of the Egyptian Mathematical Society
Volume 24, Issue 4, 2016, Page 672-680  XML PDF (461.85 K)
DOI: 10.1016/j.joems.2016.04.003
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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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