Globally Convergent Interior-Point Algorithm for Nonlinear Programming

This paper presents a primal-dual interior-point algorithm for solving general constrained nonlinear programming problems. The inequality constraints are incorporated into the objective function by means of a logarithmic barrier function. Also, satisfaction of the equality constraints is enforced th...

Full description

Saved in:

Bibliographic Details
Published in:	Journal of optimization theory and applications Vol. 125; no. 3; pp. 497 - 521
Main Authors:	Akrotirianakis, I., Rustem, B.
Format:	Journal Article
Language:	English
Published:	New York, NY Springer 01.06.2005 Springer Nature B.V
Subjects:	Algorithms Applied sciences Convergence Exact sciences and technology Inequalities Mathematical analysis Mathematical models Mathematical programming Nonlinear programming Operational research and scientific management Operational research. Management science Optimization Strategy Studies Logarithmic function Barrier function Primal-dual interior-point algorithms Interior point method Constraint satisfaction Non linear programming Adaptive method merit functions Penalty function Inequality constraint Equality constraint Primal dual method convergence theory Objective function Quadratic function
ISSN:	0022-3239, 1573-2878
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!