An Interior-Point Algorithm for Linearly Constrained Optimization

DOI10.1137/0802023zbMath0755.65063OpenAlexW2038703898MaRDI QIDQ4018838

Stephen J. Wright

Publication date: 16 January 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/26e5001cd129e85ffc72e5b86e6cc913828cfbad

zbMATH Keywords

global convergencequadratic convergencescalinglinear constraintsgradient projection algorithminterior point algorithmpotential reduction algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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