Novel interior point algorithms for solving nonlinear convex optimization problems

DOI10.1155/2015/487271MaRDI QIDQ1748456zbMATH OpenOpenAlexWikidataFDO

Authors Sakineh Tahmasebzadeh, Hamidreza Navidi, Alaeddin Malek

Publication date 11 May 2018

Published in Advances in Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2015/487271

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Interior-point methods (90C51)

Review text

Summary: This paper proposes three numerical algorithms based on Karmarkar's interior point technique for solving nonlinear convex programming problems subject to linear constraints. The first algorithm uses the Karmarkar idea and linearization of the objective function. The second and third algorithms are modification of the first algorithm using the Schrijver and Malek-Naseri approaches, respectively. These three novel schemes are tested against the algorithm of Kebiche-Keraghel-Yassine (KKY). It is shown that these three novel algorithms are more efficient and converge to the correct optimal solution, while the KKY algorithm fails in some cases. Numerical results are given to illustrate the performance of the proposed algorithms.

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Cites work

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Cited in

(4)

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