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Theoretical justification of interior point algorithms for solving optimization problems with nonlinear constraints

Статья в журнале
Zorkaltsev V.I., Perzhabinsky S.M.
Numerical Analysis and Applications
Numerical Analysis and Applications. Т.6. №1. C.24-33.
2013
Theoretical justification of interior point algorithms for solving optimization problems with nonlinear constraints
A family of interior point algorithms is considered. These algorithms can be used for solving mathematical programming problems with nonlinear inequality constraints. Some weighted Euclidean norms are applied to finding a descent direction for improving the solution. These norms vary with iterations. A theoretical justification of the algorithms with some assumptions (including the nonsingularity of the problem) is presented

Библиографическая ссылка

Zorkaltsev V.I., Perzhabinsky S.M. Theoretical justification of interior point algorithms for solving optimization problems with nonlinear constraints // Numerical Analysis and Applications. Т.6. №1. 2013. C.24-33. DOI: 10.1134/S1995423913010035
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