Interior point algorithms

Project: Research

Project Details

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

Research Output

Superlinear convergence of primal-dual interior point algorithms for nonlinear programming

Gould, N., Orban, D., Sartenaer, A. & Toint, P., 1 Mar 2001, In : SIAM Journal on Optimization. 11, 4, p. 974-1002 29 p.

Research output: Contribution to journalArticle

Open Access
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    A primal-dual trust-region algorithm for non-convex nonlinear programming

    Conn, A., Gould, N., Orban, D. & Toint, P., 1 Apr 2000, In : Mathematical Programming Series B. 87, 2, p. 215-249 35 p.

    Research output: Contribution to journalArticle

    File
  • 74 Downloads (Pure)

    A note on the convergence of barrier algorithms to second-order necessary points

    Gould, N. & Toint, P., 1 Jan 1999, In : Mathematical Programming Series B. 85, 2, p. 433-438 6 p.

    Research output: Contribution to journalArticle

    File
  • 10 Downloads (Pure)

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