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- Title
An interior algorithm for nonlinear optimization that combines line search and trust region steps.
- Authors
Waltz, R. A.; Morales, J. L.; Nocedal, J.; Orban, D.
- Abstract
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 [6,28] software package and is extensively tested on a wide selection of test problems.
- Publication
Mathematical Programming, 2006, Vol 107, Issue 3, p391
- ISSN
0025-5610
- Publication type
Academic Journal
- DOI
10.1007/s10107-004-0560-5