An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables

Abstract

This paper proposes and analyzes an affine scaling trust-region method with line search filter technique for solving nonlinear optimization problems subject to bounds on variables. At the current iteration, the trial step is generated by the general trust-region subproblem which is defined by minimizing a quadratic function subject only to an affine scaling… (More)
DOI: 10.1007/s11075-017-0357-2

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Cite this paper

@article{Li2017AnAS, title={An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables}, author={Dan Li and Detong Zhu}, journal={Numerical Algorithms}, year={2017}, pages={1-24} }