A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
نویسندگان
چکیده
منابع مشابه
A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
A scheme|inspired from an old idea due to Mayne and Polak (Math. Prog., vol. 11, 1976, pp. 67{80)|is proposed for extending to general smooth constrained optimization problems a previously proposed feasible interior-point method for inequality constrained problems. It is shown that the primal-dual interior point framework allows for a signi cantly more e ective implementation of the Mayne-Polak...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2003
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623401392123