A class of improved affine-scaling interior-point secant filter methods for minimization with equality and box constraints

被引：0
|
作者：
Wang Z. [1 ]
Zhu D. [2 ]
机构：
[1] College of Science, Hunan Institute of Engineering, Xiangtan
[2] Department of Mathematics, Shanghai Normal University, Shanghai
来源：
Journal of Applied Mathematics and Computing | 2015年 / 47卷 / 1-2期
基金：
俄罗斯科学基金会; 美国国家科学基金会;
关键词：
Affine-scaling interior-point; Filter method; Line-search; Secant algorithm;
D O I：
10.1007/s12190-014-0766-5
中图分类号：
学科分类号：
摘要：
This paper presents a class of affine-scaling interior-point secant methods in association with filter line search technique for minimization with equality and box constraints. The global convergence properties are analyzed. Under some reasonable conditions one shows that the proposed algorithms generate a sequence converging 2-step q-superlinearly. The results of numerical experiments are reported to show the effectiveness of the proposed algorithms. © 2014, Korean Society for Computational and Applied Mathematics.
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页码：133 / 151
页数：18
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