Minxin Zhang

A Projected-Search Interior Method for Nonlinear Optimization

  • Philip E. Gill
  • Minxin Zhang
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , ,

    This paper concerns the formulation and analysis of a new interior method for general nonlinearly constrained optimization that combines a shifted primal-dual interior method with a projected-search method for bound-constrained optimization. The method involves the computation of an approximate Newton direction for a primal-dual penalty-barrier function that incorporates shifts on both the primal and dual … Read more

    Projected-Search Methods for Bound-Constrained Optimization

  • Michael W Ferry
  • Philip E. Gill
  • Elizabeth Wong
  • Minxin Zhang
    • Categories Bound-constrained Optimization Tags , , , ,

    Projected-search methods for bound-constrained minimization are based on performing a line search along a continuous piecewise-linear path obtained by projecting a search direction onto the feasible region. A potential benefit of a projected-search method is that many changes to the active set can be made at the cost of computing a single search direction. As … Read more