An interior-point penalty active-set trust-region algorithm
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 com...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2016-10-01
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| Series: | Journal of the Egyptian Mathematical Society |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S1110256X16300256 |