An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization

2017 ◽  
Vol 95 (8) ◽  
pp. 1494-1526 ◽  
Author(s):  
Dan Li ◽  
Detong Zhu
2019 ◽  
Vol 53 (3) ◽  
pp. 787-805
Author(s):  
Lijuan Zhao

In this paper, we propose a nonmonotone trust region method for bound constrained optimization problems, where the bounds are dealt with by affine scaling technique. Differing from the traditional trust region methods, the subproblem in our algorithm is based on a conic model. Moreover, when the trial point isn’t acceptable by the usual trust region criterion, a line search technique is used to find an acceptable point. This procedure avoids resolving the trust region subproblem, which may reduce the total computational cost. The global convergence and Q-superlinear convergence of the algorithm are established under some mild conditions. Numerical results on a series of standard test problems are reported to show the effectiveness of the new method.


2021 ◽  
Vol 14 (1) ◽  
pp. 418-439
Author(s):  
S. Crisci ◽  
M. Piana ◽  
V. Ruggiero ◽  
M. Scussolini

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