Open AccessAn interior-point penalty active-set trust-region algorithm
Author(s) -
Bothina El-Sobky
Publication year - 2016
Publication title -
journal of the egyptian mathematical society
Language(s) - English
Resource type - Journals
eISSN - 2090-9128
pISSN - 1110-256X
DOI - 10.1016/j.joems.2016.04.003
Subject(s) - trust region , mathematical optimization , mathematics , algorithm , rendering (computer graphics) , nonlinear programming , convergence (economics) , interior point method , set (abstract data type) , point (geometry) , feasible region , nonlinear system , computer science , artificial intelligence , physics , geometry , computer security , quantum mechanics , economics , radius , programming language , economic growth
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 presented under credible assumptions.Prefatory numerical experiment on the algorithm is presented. The rendering of the algorithm is reported on some classical problem