scholarly journals A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints

2000 ◽  
Vol 88 (1) ◽  
pp. 1-31 ◽  
Author(s):  
Thomas F. Coleman ◽  
Yuying Li
Keyword(s):  
Interior Point ◽  
Interior Point Method ◽  
Linear Inequality ◽  
Trust Region ◽  
Inequality Constraints ◽  
Point Method ◽  
Affine Scaling ◽  
Nonconvex Minimization ◽  
Linear Inequality Constraints

A CONVEX APPROXIMATION METHOD FOR LARGE SCALE LINEAR INEQUALITY CONSTRAINED MINIMIZATION

2010 ◽  
Vol 27 (01) ◽  
pp. 85-101
Author(s):  
HAI-JUN WANG ◽  
QIN NI
Keyword(s):  
Large Scale ◽  
Linear Inequality ◽  
Trust Region ◽  
Inequality Constraints ◽  
New Method ◽  
Approximation Properties ◽  
Linear Inequality Constraints ◽  
Method Of Moving Asymptotes ◽  
Large Scale Problems ◽  
Moving Asymptotes

A new method of moving asymptotes for large scale minimization subject to linear inequality constraints is discussed in this paper. In each step of the iterative process, a descend direction is obtained by solving a convex separable subproblem with dual technique. The new rules for controlling the asymptotes parameters are designed by the trust region radius and some approximation properties such that the global convergence of the new method are obtained. The numerical results show that the new method may be capable of processing some large scale problems.

Sign in / Sign up

Export Citation Format

Share Document