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

A Trust region interior point algorithm for linearly constrained optimization

Abstract : We present an extension for nonlinear optimization under linear constraints, of an algorithm for quadratic programming using a trust region idea, introduced by Ye and Tse and extended by Bonnans and Bouhtou. Due to the nonliearity of the cost we use a linesearch in order to reduce the step if necessary. We prove that, under suitable hypotheses, the algorithm converges to a point satisfying the first-order optimality system and we analyse under which conditions the unit stepsize will be asymptotically accepted.
Complete list of metadata

Contributor : Rapport de Recherche Inria Connect in order to contact the contributor
Submitted on : Wednesday, May 24, 2006 - 4:10:16 PM
Last modification on : Thursday, February 3, 2022 - 11:18:45 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 6:37:29 PM


  • HAL Id : inria-00074725, version 1



J. Frederic Bonnans, Cecilia Pola. A Trust region interior point algorithm for linearly constrained optimization. [Research Report] RR-1948, INRIA. 1993. ⟨inria-00074725⟩



Record views


Files downloads