An improved interior-type feasible QP-free algorithm for inequality constrained optimization problems
نویسندگان
چکیده
منابع مشابه
Primal-dual interior point QP-free algorithm for nonlinear constrained optimization
In this paper, a class of nonlinear constrained optimization problems with both inequality and equality constraints is discussed. Based on a simple and effective penalty parameter and the idea of primal-dual interior point methods, a QP-free algorithm for solving the discussed problems is presented. At each iteration, the algorithm needs to solve two or three reduced systems of linear equations...
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ژورنال
عنوان ژورنال: Applied Mathematical Modelling
سال: 2012
ISSN: 0307-904X
DOI: 10.1016/j.apm.2011.07.043