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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Veröffentlicht in:	Orion (Johannesburg, South Africa) Jg. 8; H. 2
Hauptverfasser:	Vermeulen, P.J., Snyman, J.A
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Operations Research Society of South Africa (ORSSA) 01.12.2003
ISSN:	0259-191X, 2224-0004
Online-Zugang:	Volltext
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