An Implementation of an Interior Point Algorithm for Nonlinear Optimization Combining line Search and Trust Region Steps, M.Sc. Thesis Sharif University of Technology ; Mahdavi-Amiri, Nezamoddin (Supervisor)
Abstract
An interior point method for nonlinear programming problem recently proposed by Waltz, Morales, Nocedal and Orban is described and implemented [2].The steps are computed by line search based on the primal-dual equations, or trust region based on the conjugate gradient iteration. Steps computed by line search are tried first, but if they are determinded to be ineffective, a trust region iteration that guarantees progress toward a stationary point is used. In order to reduce the calculations, here we propose some modifications. The algorithms are implemented and the programs are tested on a variety of problems. Numerical results based on Dolan-More’ confirm the effectiveness of the algorithms
Cataloging briefAn Implementation of an Interior Point Algorithm for Nonlinear Optimization Combining line Search and Trust Region Steps, M.Sc. Thesis Sharif University of Technology ; Mahdavi-Amiri, Nezamoddin (Supervisor)
Abstract
An interior point method for nonlinear programming problem recently proposed by Waltz, Morales, Nocedal and Orban is described and implemented [2].The steps are computed by line search based on the primal-dual equations, or trust region based on the conjugate gradient iteration. Steps computed by line search are tried first, but if they are determinded to be ineffective, a trust region iteration that guarantees progress toward a stationary point is used. In order to reduce the calculations, here we propose some modifications. The algorithms are implemented and the programs are tested on a variety of problems. Numerical results based on Dolan-More’ confirm the effectiveness of the algorithms
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