Solving the continuous nonlinear resource allocation problem with an interior point method.

Stephen E. Wright James J. Rohal

Published in: Oper. Res. Lett. (2014)

Keyphrases

interior point methods
linear programming problems
quadratic programming
interior point algorithm
convex programming

convex optimization
linear programming
solving problems
quadratic program
primal dual

linear systems
semidefinite programming
linear program
preconditioned conjugate gradient method
simplex method

inequality constraints
coefficient matrix
nonlinear programming
computationally intensive
natural images