Interior Methods for Nonlinear Optimization
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Publication:4785958
DOI10.1137/S0036144502414942zbMath1028.90060MaRDI QIDQ4785958
Anders Forsgren, Philip E. Gill, Margaret H. Wright
Publication date: 5 January 2003
Published in: SIAM Review (Search for Journal in Brave)
nonlinear programming; constrained minimization; penalty methods; primal-dual methods; nonlinear constraints; barrier methods; interior methods
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
49M37: Numerical methods based on nonlinear programming
90C51: Interior-point methods
65F05: Direct numerical methods for linear systems and matrix inversion
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