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Interior Methods for Nonlinear Optimization.

Authors :
Forsgren, Anders
Gill, Philip E.
Wright, Margaret H.
Source :
SIAM Review; 2002, Vol. 44 Issue 4, p525, 73p, 7 Graphs
Publication Year :
2002

Abstract

Examines the interior methods for nonlinearly constrained optimization. Details of inequality-constrained optimization; Discussion of classical barrier methods; Examination of the Newton's method and barrier functions.

Subjects

Subjects :
MATHEMATICAL optimization
NONLINEAR programming
MATHEMATICAL analysis

Details

Language :
English
ISSN :
00361445
Volume :
44
Issue :
4
Database :
Complementary Index
Journal :
SIAM Review
Publication Type :
Academic Journal
Accession number :
8529921
Full Text :
https://doi.org/10.1137/S0036144502414942
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