Interior point techniques for LP and NLP

Conference · Sat Dec 31 00:00:00 EST 1994

OSTI ID:35989

Evtushenko, Y

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-; TRN: 94:009753-0256
• Resource Relation: Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
• Country of Publication: United States
• Language: English

Related Subjects

99 MATHEMATICS
COMPUTERS
INFORMATION SCIENCE
MANAGEMENT
LAW
MISCELLANEOUS
ALGORITHMS
OPTIMIZATION
MATRICES
NUMERICAL SOLUTION
ITERATIVE METHODS
ACCURACY
CONVERGENCE
NEWTON METHOD