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Superlinearly convergent affine scaling interior trust-region method for linear constrained \(LC^{1}\) minimization. (English) Zbl 1167.90021
The problem under consideration consists in minimizing a differentiable function with locally Lipschitzian derivative subject to linear equality and linear inequality constraints. To solve this problem, an affine scaling trust region method with nonmonotonic interior point bactracking technique is proposed. Under suitable assumptions, global and superlinear local convergence results are obtained.

MSC:
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
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