An interior-point penalty active-set trust-region algorithm - Egyptian Knowledge Bank

387528

An interior-point penalty active-set trust-region algorithm

Article

Last updated: 31 Dec 2024

Subjects

Abstract

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 compute a step. A global convergence theory for the proposed algorithm is pre-
sented under credible assumptions.
Prefatory numerical experiment on the algorithm is presented. The rendering of the algorithm is
reported on some classical problem.

DOI

10.1016/j.joems.2016.04.003

Keywords

Active set, Penalty Method, Interior-point, Coleman–Li strategy, Trust region, Global convergence

Authors

View Authors

First Name

Bothina

Last Name

El-Sobky

MiddleName

Affiliation

Assistant Professor in Department of Mathematics and Computer Science, Faculty of Science, Alexandria University, Egypt

Email

City

Orcid

Volume

Article Issue

Related Issue

51066

Issue Date

2016-12-01

Receive Date

2024-10-22

Publish Date

2016-12-01

Page Start

672

Page End

680

Print ISSN

1110-256X

Online ISSN

2090-9128

Article File

JOEMS_Volume 24_Issue 4_Pages 672-680.pdf

PDF . 472.9kB

Link

https://joems.journals.ekb.eg/article_387528.html

Detail API

https://joems.journals.ekb.eg/service?article_code=387528

Order

387,528

Publication Type

Journal

Publication Title

Journal of the Egyptian Mathematical Society

Publication Link

https://joems.journals.ekb.eg/

MainTitle