IP from an SQP point of view

We suggest a new method of calculating search directions in an interior point method for general nonlinear programming. The idea behind this proposal arises from a comparison of the working of a typical interior point approach with that of a sequential quadratic programming algorithm based upon exte...

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Bibliographic Details
Published inOptimization methods & software Vol. 16; no. 1-4; pp. 69 - 84
Main Author Bartholomew-Biggs, M.C.
Format Journal Article
LanguageEnglish
Published Gordon and Breach Science Publishers 01.01.2001
Subjects
Interior point methods
Nonlinear programming
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Summary:We suggest a new method of calculating search directions in an interior point method for general nonlinear programming. The idea behind this proposal arises from a comparison of the working of a typical interior point approach with that of a sequential quadratic programming algorithm based upon exterior-point penalty functions.
ISSN:1055-6788
1029-4937
DOI:10.1080/10556780108805829