On the Solution to the Nonlinear Resource Allocation Problem Using Variable Fixing and Interior-Point Methods

نویسندگان

  • James Rohal
  • Stephen Wright
چکیده

2 Methods 2 2.1 Lagrange Multiplier Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.2 Pegging Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.3 Interior-Point Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.3.1 Optimality Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.3.2 Interior-Point Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . 6

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تاریخ انتشار 2009