A class of improved affine-scaling interior-point secant filter methods for minimization with equality and box constraints
This paper presents a class of affine-scaling interior-point secant methods in association with filter line search technique for minimization with equality and box constraints. The global convergence properties are analyzed. Under some reasonable conditions one shows that the proposed algorithms generate a sequence converging 2-step q-superlinearly. The results of numerical experiments are reported to show the effectiveness of the proposed algorithms.
affine-scaling interior-point filter method secant algorithm line-search 49m37 65k05 90c30 90c51 90c55