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《《an interior affine scaling》.pdf
Journal of Computational and Applied Mathematics 173 (2005) 115–148
./locate/cam
An interior ane scaling projective algorithm for nonlinear
equality and linear inequality constrained optimization
Detong Zhu
Department of Mathematics, Shanghai Normal University, Shanghai 200234, China
Received 15 July 2003; received in revised form 25 January 2004
Abstract
In this paper, we propose a ne wnonmonotonic interior point backtracking strategy to modify the reduced
projective ane scaling trust region algorithm for solving optimization subject to nonlinear equality and
linear inequality constraints. The general full trust region subproblem for solving the nonlinear equality and
linear inequality constrained optimization is decomposed to a pair of trust region subproblems in horizontal
and vertical subspaces of linearize equality constraints and extended ane scaling equality constraints. The
horizontal subproblem in the proposed algorithm is dened by minimizing a quadratic projective reduced
Hessian function subject only to an ellipsoidal trust region constraint in a null subspace of the tangential
space, while the vertical subproblem is also dened by the least squares subproblem subject only to an
ellipsoidal trust region constraint. By introducing the Fletcher’s penalty function as the merit function, trust
region strategy with interior point backtracking technique will switch to strictly feasible interior point step
generated by a component direction of the two
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