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An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming
Authors:Jing Gao  Detong Zhu
Institution:1. Department of Mathematics, Shanghai Normal University, Shanghai, 200234, China
Abstract:This paper proposes an affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming. This method is designed to get a stationary point for such a problem with polynomial interpolation models instead of the objective function in trust region subproblem. Combined with both trust region strategy and line search technique, at each iteration, the affine scaling derivative-free trust region subproblem generates a backtracking direction in order to obtain a new accepted interior feasible step. Global convergence and fast local convergence properties are established under some reasonable conditions. Some numerical results are also given to show the effectiveness of the proposed algorithm.
Keywords:Affine scaling  backtracking technique  box constrains  derivative-free optimization  non-linear programming  trust region method  
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