A robust primal-dual interior-point algorithm for nonlinear programs

A robust primal-dual interior-point algorithm for nonlinear programs

We present a primal-dual interior-point algorithm for solving optimization problems with nonlinear inequality constraints. The algorithm has some of the theoretical properties of trust region methods, but works entirely by line search. Global convergence properties are derived without assuming regul...

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Bibliographic Details
Main Authors: Liu, X., Sun, Jie
Format: Journal Article
Language:English
Published: Society for Industrial and Applied Mathematics 2004
Subjects:
Science & Technology
Physical Sciences
Mathematics, Applied
Mathematics
nonlinear optimization
interior-point method
global convergence
regularity conditions
REGION-BASED ALGORITHMS
GLOBAL CONVERGENCE
EQUALITY
OPTIMIZATION
Online Access:http://hdl.handle.net/20.500.11937/91442

Internet

http://hdl.handle.net/20.500.11937/91442

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