A unified feasible direction interior approach to the minimization of linear and general objective functions subject to linear constraints
A modification of Snyman's interior feasible direction method for linear programming is proposed and the method is also extended to problems where the objective function is non-linear. The method attempts to identify the optimal bounding set of active constraints. In the modified algorithm the...
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| Published in: | Orion (Johannesburg, South Africa) Vol. 8; no. 2 |
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| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Operations Research Society of South Africa (ORSSA)
01.12.2003
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| ISSN: | 0259-191X, 2224-0004 |
| Online Access: | Get full text |
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