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Revista Colombiana de Matematicas Volumen 41 (2007), paginas 197220
 

Summary: Revista Colombiana de Matem´aticas
Volumen 41 (2007), p´aginas 197­220
An inexact Newton hybrid
path-following algorithm for
nonlinear programming
Miguel Arg´aez
Jaime Hern´andez Jr.
Leticia Vel´azquez
The University of Texas, El Paso, Texas, USA
Abstract. In this paper we present a hybrid path-following algorithm that
generates inexact Newton steps suited for solving large scale and/or degenerate
nonlinear programs. The algorithm uses as a central region a relaxed notion of
the central path, called quasicentral path, a generalized augmented Lagrangian
function, weighted proximity measures, and a linesearch within a trust region
strategy. We apply a semi-iterative method for obtaining inexact Newton steps
by using the conjugate gradient algorithm as an iterative procedure. We present
a numerical comparison, and some promising results are reported.
Keywords and phrases. Interior-point methods, trust region methods, linesearch
technique, nonlinear programming, and conjugate gradient.
2000 Mathematics Subject Classification. Primary: 90C30. Secondary: 90C51,

  

Source: Argáez, Miguel - Department of Mathematical Sciences, University of Texas at El Paso

 

Collections: Mathematics