A CONIC AFFINE SCALING DOGLEG METHOD FOR NONLINEAR OPTIMIZATION WITH BOUND CONSTRAINTS

Lijuan Zhao () and Wenyu Sun ()
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Lijuan Zhao: School of Mathematical Sciences, Jiangsu Key Laboratory for NSLSCS, Nanjing Normal University, Nanjing 210023, China;
Wenyu Sun: School of Mathematical Sciences, Jiangsu Key Laboratory for NSLSCS, Nanjing Normal University, Nanjing 210023, China

Asia-Pacific Journal of Operational Research (APJOR), 2013, vol. 30, issue 03, 1-30

Abstract: The conic model proposed by Davidon (1980) [Davidon, WC (1980). Conic approximations and collinear scalings for optimizers. SIAM Journal on Numerical Analysis, 17, 268–281.] is an extension of quadratic model incorporating more information than quadratic model. In this paper, we propose a conic affine scaling dogleg method for bound constrained optimization. Under some mild conditions, the sequence generated by our algorithm converges to a stationary point. Numerical tests on a series of standard testing problems confirm the efficiency of the method.

Keywords: Conic model; nonlinear optimization; trust region method; affine scaling; bound constrained optimization (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1142/S0217595913400113

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