Interior point algorithms

Project: Research

Description

The aim of this project is to develop a class of primal-dual interior point algorithms for the solution of nonlinear constrained optimization problems, and to study its theoretical (global and local convergence) and numerical properties.
StatusFinished
Effective start/end date1/01/9728/02/02

Keywords

  • primal-dual method
  • constrained optimization
  • interior point method
  • Nonlinear optimization