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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2013, Volume 16, Number 1, Pages 27–38 (Mi sjvm495)  
Theoretical justification of interior point algorithms for solving optimization problems with nonlinear constraints

V. I. Zorkaltsev, S. M. Perzhabinsky

Melentiev Energy Systems Institute, Siberian Branch of the Russian Academy of Sciences, Irkutsk
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Abstract: A family of interior point algorithms is considered. These algorithms can be used for solving mathematical programming problems with nonlinear inequality constraints. The weighted Euclidean rates are applied to find a descent direction for improving a solution. These rates are varying in iterations. Theoretical justification of the algorithms with some assumptions (such as non-degeneracy of a problem) is presented.
Key words: interior point method, weighted Euclidean rate, linearization.
Received: 30.06.2011
English version:
Numerical Analysis and Applications, 2013, Volume 6, Issue 1, Pages 24–33
DOI: https://doi.org/10.1134/S1995423913010035
Bibliographic databases:
Document Type: Article
UDC: 519.85
Language: Russian
Citation: V. I. Zorkaltsev, S. M. Perzhabinsky, “Theoretical justification of interior point algorithms for solving optimization problems with nonlinear constraints”, Sib. Zh. Vychisl. Mat., 16:1 (2013), 27–38; Num. Anal. Appl., 6:1 (2013), 24–33
Citation in format AMSBIB
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