An Interior Point Algorithm for Large-Scale Nonlinear Programming
نویسندگان
چکیده
The design and implementation of a new algorithm for solving large nonlinear programming problems is described. It follows a barrier approach that employs sequential quadratic programming and trust regions to solve the subproblems occurring in the iteration. Both primal and primal-dual versions of the algorithm are developed, and their performance is illustrated in a set of numerical tests.
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عنوان ژورنال:
- SIAM Journal on Optimization
دوره 9 شماره
صفحات -
تاریخ انتشار 1999