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An interior algorithm for nonlinear optimization that combines line search and trust region steps. (English) Zbl 1134.90053
Summary: An interior-point method for nonlinear programming is presented. It enjoys the flexibility of switching between a line search method that computes steps by factoring the primal-dual equations and a trust region method that uses a conjugate gradient iteration. Steps computed by direct factorization are always tried first, but if they are deemed ineffective, a trust region iteration that guarantees progress toward stationarity is invoked. To demonstrate its effectiveness, the algorithm is implemented in the KNITRO http://www.ziena.com/knitro.htm software package and is extensively tested on a wide selection of test problems.
MSC:
90C55Methods of successive quadratic programming type
90C30Nonlinear programming
90C51Interior-point methods
References:
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