Theoretical justification of interior point algorithms for solving optimization problems with nonlinear constraints |
| |
Authors: | V. I. Zorkaltsev S. M. Perzhabinsky |
| |
Affiliation: | 14147. Melentiev Energy Systems Institute, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 130, Irkutsk, 664033, Russia
|
| |
Abstract: | A family of interior point algorithms is considered. These algorithms can be used for solving mathematical programming problems with nonlinear inequality constraints. Some weighted Euclidean norms are applied to finding a descent direction for improving the solution. These norms vary with iterations. A theoretical justification of the algorithms with some assumptions (including the nonsingularity of the problem) is presented. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |