Interior point techniques for LP and NLP
Conference
·
OSTI ID:35989
By using surjective mapping the initial constrained optimization problem is transformed to a problem in a new space with only equality constraints. For the numerical solution of the latter problem we use the generalized gradient-projection method and Newton`s method. After inverse transformation to the initial space we obtain the family of numerical methods for solving optimization problems with equality and inequality constraints. In the linear programming case after some simplification we obtain Dikin`s algorithm, affine scaling algorithm and generalized primal dual interior point linear programming algorithm.
- OSTI ID:
- 35989
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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