AN AFFINE SCALING INTERIOR ALGORITHM VIA CONJUGATE GRADIENT PATH FOR SOLVING BOUND-CONSTRAINED NONLINEAR SYSTEMS

In this paper we propose an affine scaling interior algorithm via conjugate gradient path for solving nonlinear equality systems subject to bounds on variables. By employing the affine scaling conjugate gradient path search strategy, we obtain an iterative direction by solving the linearize model. B...

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Bibliographic Details
Published inJournal of computational mathematics Vol. 26; no. 4; pp. 578 - 597
Main Authors Jia, Chunxia, Zhu, Detong
Format Journal Article
LanguageEnglish
Published Chinese Academy of Mathematices and System Sciences (AMSS) Chinese Academy of Sciences 01.07.2008
Subjects
Algorithms
Decreasing functions
Induction assumption
Interior points
Mathematics
Newtons method
Nonlinear equations
Nonmonotonic logic
Perceptron convergence procedure
Quadratic programming
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ISSN0254-9409
1991-7139

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Summary:In this paper we propose an affine scaling interior algorithm via conjugate gradient path for solving nonlinear equality systems subject to bounds on variables. By employing the affine scaling conjugate gradient path search strategy, we obtain an iterative direction by solving the linearize model. By using the line search technique, we will find an acceptable trial step length along this direction which is strictly feasible and makes the objective function nonmonotonically decreasing. The global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions. Furthermore, the numerical results of the proposed algorithm indicate to be effective.
ISSN:0254-9409
1991-7139