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 |
| _version_ | 1828320875856789504 |
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| author | Zhujun Wang |
| author_facet | Zhujun Wang |
| author_sort | Zhujun Wang |
| collection | DOAJ |
| description | 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 first-order necessary conditions to produce a search direction. Some filtered rules for a fixed barrier parameter are used to determine step acceptance. Second-order correction technique is used to reduce infeasibility and overcome the Maratos effect. The global convergence and fast local convergence rate of the proposed algorithm are established under some suitable conditions. |
| first_indexed | 2024-04-13T18:17:34Z |
| format | Article |
| id | doaj.art-0de6dcb9e7f54549ba1089820d170bb2 |
| institution | Directory Open Access Journal |
| issn | 1748-3026 |
| language | English |
| last_indexed | 2024-04-13T18:17:34Z |
| publishDate | 2022-05-01 |
| publisher | SAGE Publishing |
| record_format | Article |
| series | Journal of Algorithms & Computational Technology |
| spelling | doaj.art-0de6dcb9e7f54549ba1089820d170bb22022-12-22T02:35:36ZengSAGE PublishingJournal of Algorithms & Computational Technology1748-30262022-05-011610.1177/17483026221093954An affine-scaling interior-point filter line-search algorithm for constrained optimizationZhujun WangThis 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 first-order necessary conditions to produce a search direction. Some filtered rules for a fixed barrier parameter are used to determine step acceptance. Second-order correction technique is used to reduce infeasibility and overcome the Maratos effect. The global convergence and fast local convergence rate of the proposed algorithm are established under some suitable conditions.https://doi.org/10.1177/17483026221093954 |
| spellingShingle | Zhujun Wang An affine-scaling interior-point filter line-search algorithm for constrained optimization Journal of Algorithms & Computational Technology |
| title | An affine-scaling interior-point filter line-search algorithm for constrained optimization |
| title_full | An affine-scaling interior-point filter line-search algorithm for constrained optimization |
| title_fullStr | An affine-scaling interior-point filter line-search algorithm for constrained optimization |
| title_full_unstemmed | An affine-scaling interior-point filter line-search algorithm for constrained optimization |
| title_short | An affine-scaling interior-point filter line-search algorithm for constrained optimization |
| title_sort | affine scaling interior point filter line search algorithm for constrained optimization |
| url | https://doi.org/10.1177/17483026221093954 |
| work_keys_str_mv | AT zhujunwang anaffinescalinginteriorpointfilterlinesearchalgorithmforconstrainedoptimization AT zhujunwang affinescalinginteriorpointfilterlinesearchalgorithmforconstrainedoptimization |