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An interior-point trust-funnel algorithm for nonlinear optimization. (English) Zbl 1355.65075
The authors present an interior-point trust-funnel algorithm for solving large-scale nonlinear optimization problems. The given algorithm achieves global convergence guarantees by combining a trust-region methodology with a funnel mechanism, but has the additional capability of being able to solve problems with both equality and inequality constraints. A flow diagram of the given trust-funnel algorithm is presented.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
49M37 Numerical methods based on nonlinear programming
90C26 Nonconvex programming, global optimization
Software:
CQP; GALAHAD; Ipopt; LOQO; SNOPT
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