HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Reports

A Trust Region Method Based on Interior Point Techniques for Nonlinear Programming

Abstract : An algorithm for minimizing a nonlinear function subject to nonlinear equality and inequality constraints is described. It can be seen as an extension of primal interior point methods to non-convex optimization. The new algorithm 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. An analysis of the convergence properties of the new method is presented.
Document type :
Reports
Complete list of metadata

https://hal.inria.fr/inria-00073794
Contributor : Rapport de Recherche Inria Connect in order to contact the contributor
Submitted on : Wednesday, May 24, 2006 - 1:46:05 PM
Last modification on : Friday, February 4, 2022 - 3:09:38 AM
Long-term archiving on: : Sunday, April 4, 2010 - 11:58:23 PM

Identifiers

  • HAL Id : inria-00073794, version 1

Collections

Citation

Richard H. Byrd, Jean Charles Gilbert, Jorge Nocedal. A Trust Region Method Based on Interior Point Techniques for Nonlinear Programming. [Research Report] RR-2896, INRIA. 1996. ⟨inria-00073794⟩

Share

Metrics

Record views

2498

Files downloads

23350