Numerical experiments with an interior-exterior point method for nonlinear programming (Q702481)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical experiments with an interior-exterior point method for nonlinear programming |
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Numerical experiments with an interior-exterior point method for nonlinear programming (English)
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17 January 2005
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An algorithm for solving nonlinear programming problems is studied which combines the interior point method (IPM) and the exterior point method (EPM). Both methods are shortly described. A combination of the IPM and EPM is presented which after detection of a slow convergence of the IPM switches to the exterior point method. Numerical experiments show that the combined method may perform better than each method individually.
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interior point method
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exterior point method
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primal-dual
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nonlinear rescaling
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