Global convergence of a primal-dual interior-point method for nonlinear programming.
Igor GrivaDavid F. ShannoRobert J. VanderbeiHande Y. BensonPublished in: Algorithmic Oper. Res. (2008)
Keyphrases
- nonlinear programming
- global convergence
- primal dual
- interior point methods
- convergence rate
- variational inequalities
- semidefinite programming
- linear programming
- optimality conditions
- convergence speed
- inequality constraints
- convergence analysis
- linear programming problems
- linear program
- global optimum
- interior point algorithm
- constrained optimization problems
- step size
- optimization methods
- equality constraints
- convex optimization
- objective function
- optimization problems
- dynamic programming