A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints.
Thomas F. ColemanYuying LiPublished in: Math. Program. (2000)
Keyphrases
- inequality constraints
- interior point methods
- primal dual
- convex optimization
- nonlinear programming
- semidefinite programming
- linear programming
- quadratic programming
- objective function
- linear constraints
- variational inequalities
- linear program
- equality constraints
- newton method
- linear systems
- optimization problems
- constrained optimization
- optimality conditions
- convex sets
- global optimum
- total variation
- solving problems
- approximation algorithms
- convergence rate
- low rank