In this work, an active set strategy is used together with a Coleman–Li strategy and penalty method to transform a general nonlinear programming problem with bound on the variables to unconstrained optimization problem with bound on the variables. A trust-region globalization strategy is used to compute a step. A global convergence theory for the proposed algorithm is pre- sented under credible assumptions. Prefatory numerical experiment on the algorithm is presented. The rendering of the algorithm is reported on some classical problem.
El-Sobky, B. (2016). An interior-point penalty active-set trust-region algorithm. Journal of the Egyptian Mathematical Society, 24(4), 672-680. doi: 10.1016/j.joems.2016.04.003
MLA
Bothina El-Sobky. "An interior-point penalty active-set trust-region algorithm", Journal of the Egyptian Mathematical Society, 24, 4, 2016, 672-680. doi: 10.1016/j.joems.2016.04.003
HARVARD
El-Sobky, B. (2016). 'An interior-point penalty active-set trust-region algorithm', Journal of the Egyptian Mathematical Society, 24(4), pp. 672-680. doi: 10.1016/j.joems.2016.04.003
VANCOUVER
El-Sobky, B. An interior-point penalty active-set trust-region algorithm. Journal of the Egyptian Mathematical Society, 2016; 24(4): 672-680. doi: 10.1016/j.joems.2016.04.003
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