A globally convergent interior point algorithm for non-convex nonlinear programming

DOI10.1016/j.cam.2008.05.043zbMath1163.90030OpenAlexW2031840918MaRDI QIDQ1002202

Xiaona Fan

Publication date: 25 February 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.05.043

zbMATH Keywords

global convergencepath following algorithmnon-convex programmingcombined interior homotopy

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cites Work

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