Nonmonotonic back-tracking trust region interior point algorithm for linear constrained optimization

Journal of Computational and Applied Mathematics

Volumn 155, Issue 2, 2003, Pages 285-305

  Zhu, Detong ^a  

^a SHANGHAI NORMAL UNIVERSITY   (China)

Author keywords

Back tracking; Interior points; Nonmonotonic technique; Trust region methods

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; OPTIMIZATION;

LINE SEARCH TECHNIQUES;

LINEAR SYSTEMS;

MATHEMATICAL METHOD;

EID: 0037532534     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(02)00870-1     Document Type: Article

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