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Zbl 1033.90152
Byrd, Richard H.; Gilbert, Jean Charles; Nocedal, Jorge
A trust region method based on interior point techniques for nonlinear programming. (English)
[J] Math. Program. 89, No. 1 (A), 149-185 (2000). ISSN 0025-5610; ISSN 1436-4646/e

Summary: An algorithm for minimizing a nonlinear function subject to nonlinear inequality constraints is described. It applies sequential quadratic programming techniques to a sequence of barrier problems, and uses trust regions to ensure the robustness of the iteration and to allow the direct use of second-order derivatives. This framework permits primal and primal-dual steps, but the paper focuses on the primal version of the new algorithm. An analysis of the convergence properties of this method is presented.

MSC 2000:: *90C51 Interior-point methods
90C30 Nonlinear programming
90C56 Derivative-free methods

Keywords: constrained optimization; large-scale optimization; primal method; primal-dual method; barrier method; sequential quadratic programming

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