An interior point method for general nonlinear programming using trust regions

Conference · Sat Dec 31 00:00:00 EST 1994

OSTI ID:35873

Byrd, R; Gilbert, J C; Nocedal, J

In this talk we describe ongoing work on an interior point method for general nonlinearly constrained optimization. Our approach is a primal dual method related to those used successfully in linear and convex programming, but is based in part on the trust region method for equality con strained optimization due to Byrd and Omojokun, and developed further by Nocedal and Plantenga. This allows us to use an indefinite Hessian matrix based on exact second derivatives or approximations. Such an approach is expected to be most effective when satisfaction of nonlinear constraints is a major issue. We describe the operation of the method and present some global convergence results.

• OSTI ID: 35873
• Report Number(s): CONF-9408161-; TRN: 94:009753-0135
• Resource Relation: Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
• Country of Publication: United States
• Language: English

Related Subjects

99 MATHEMATICS
COMPUTERS
INFORMATION SCIENCE
MANAGEMENT
LAW
MISCELLANEOUS
NONLINEAR PROBLEMS
ALGORITHMS
NUMERICAL SOLUTION
OPTIMIZATION
EFFICIENCY
MATRICES