An Interior-Point Algorithm for Linearly Constrained Optimization
From MaRDI portal
Publication:4018838
DOI10.1137/0802023zbMath0755.65063MaRDI QIDQ4018838
Publication date: 16 January 1993
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/26e5001cd129e85ffc72e5b86e6cc913828cfbad
global convergence; quadratic convergence; scaling; linear constraints; gradient projection algorithm; interior point algorithm; potential reduction algorithm
Related Items
A quadratically convergent scaling newton’s method for nonlinear programming problems, A potential reduction algorithm for linearly constrained convex programming, On the formulation and theory of the Newton interior-point method for nonlinear programming