Interior Methods for Nonlinear Optimization

DOI10.1137/S0036144502414942zbMath1028.90060MaRDI QIDQ4785958

Philip E. Gill, Anders Forsgren, Margaret H. Wright

Publication date: 5 January 2003

Published in: SIAM Review (Search for Journal in Brave)

zbMATH Keywords

nonlinear programmingconstrained minimizationpenalty methodsprimal-dual methodsnonlinear constraintsbarrier methodsinterior methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51) Direct numerical methods for linear systems and matrix inversion (65F05)

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