Convergence analysis of a primal-dual interior-point method for nonlinear programming

نویسندگان

  • Igor Griva
  • David F. Shanno
  • Robert J. Vanderbei
چکیده

We analyze a primal-dual interior-point method for nonlinear programming. We prove the global convergence for a wide class of problems under the standard assumptions on the problem.

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تاریخ انتشار 2004