An affine-scaling interior-point filter line-search algorithm for constrained optimization
This paper presents and analyzes an affine-scaling interior-point algorithm with a filter line-search method for solving nonlinear optimization problems with nonlinear equality constraints and nonnegative variables. In our scheme, we require that a damped Newton’s method is applied to the perturbed...
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| Format: | Article |
| Language: | English |
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SAGE Publishing
2022-05-01
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| Series: | Journal of Algorithms & Computational Technology |
| Online Access: | https://doi.org/10.1177/17483026221093954 |