Primal-dual interior point QP-free algorithm for nonlinear constrained optimization
نویسندگان
چکیده
منابع مشابه
Primal-dual interior point QP-free algorithm for nonlinear constrained optimization
In this paper, a class of nonlinear constrained optimization problems with both inequality and equality constraints is discussed. Based on a simple and effective penalty parameter and the idea of primal-dual interior point methods, a QP-free algorithm for solving the discussed problems is presented. At each iteration, the algorithm needs to solve two or three reduced systems of linear equations...
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ژورنال
عنوان ژورنال: Journal of Inequalities and Applications
سال: 2017
ISSN: 1029-242X
DOI: 10.1186/s13660-017-1500-2