An affine scaling interior algorithm Via Lanczos path for solving bound-constrained nonlinear systems

作者：Jia Chunxia^*; Zhu Detong

来源：Applied Mathematics and Computation, 2008, 195(2): 558-575.

DOI：10.1016/j.amc.2007.05.066

• Lanczos path
• interior points
• affine scaling
• nonlinear systems

In this paper we propose an affine scaling interior algorithm via Lanczos path for solving nonlinear equality systems subject to bounds on variables. Employing the affine scaling Lanczos path search strategy, we obtain an iterative direction by solving the linearize model. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which is strictly feasible and makes the objective function nonmonotonically decreasing. The global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions. Furthermore, the numerical results of the proposed algorithm indicate to be effective.

• 出版日期2008-2-1
• 单位上海师范大学