Feasible Interior Methods Using Slacks for Nonlinear Optimization View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2003-10

AUTHORS

Richard H. Byrd, Jorge Nocedal, Richard A. Waltz

ABSTRACT

A slack-based feasible interior point method is described which can be derived as a modification of infeasible methods. The modification is minor for most line search methods, but trust region methods require special attention. It is shown how the Cauchy point, which is often computed in trust region methods, must be modified so that the feasible method is effective for problems containing both equality and inequality constraints. The relationship between slack-based methods and traditional feasible methods is discussed. Numerical results using the KNITRO package show the relative performance of feasible versus infeasible interior point methods. More... »

PAGES

35-61

Identifiers

URI

http://scigraph.springernature.com/pub.10.1023/a:1025136421370

DOI

http://dx.doi.org/10.1023/a:1025136421370

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1041295959


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