An interior algorithm for nonlinear optimization that combines line search and trust region steps

来自 Springer

阅读量:

426

作者:

RA WaltzJL MoralesJ NocedalD Orban

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摘要:

An interior-point method for nonlinear programming is presented. It enjoys the flexibility of switching between a line search method that computes steps by factoring the primal-dual equations and a trust region method that uses a conjugate gradient iteration. Steps computed by direct factorization are always tried first, but if they are deemed ineffective, a trust region iteration that guarantees progress toward stationarity is invoked. To demonstrate its effectiveness, the algorithm is implemented in the Knitro [6,28] software package and is extensively tested on a wide selection of test problems.

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DOI:

10.1007/s10107-004-0560-5

被引量:

708

年份:

2006

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