A trust region method for nonlinear programming based on primal interior point techniques
Technical Report
·
OSTI ID:58060
This paper describes a new trust region method for solving large-scale optimization problems with nonlinear equality and inequality constraints. The new algorithm employs interior point techniques from linear programming, adapting them for more general nonlinear programming problems. Computational difficulties that appear as iterates approach an active inequality constraint are remedied by a combination of strategies. Numerical results are reported for large-scale problems, and the new algorithm is found to perform especially well on problems with constraints that are nonlinear.
- Research Organization:
- Sandia National Labs., Livermore, CA (United States)
- Sponsoring Organization:
- USDOE, Washington, DC (United States)
- DOE Contract Number:
- AC04-94AL85000
- OSTI ID:
- 58060
- Report Number(s):
- SAND--95-8219; ON: DE95010998
- Country of Publication:
- United States
- Language:
- English
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