An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization

DOI10.1137/S1052623499355533zbMath1072.90050OpenAlexW2058342841MaRDI QIDQ4441967

Hiroshi Yabe, Hiroshi Yamashita

Publication date: 19 January 2004

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

Full work available at URL: https://doi.org/10.1137/s1052623499355533

zbMATH Keywords

global convergenceconstrained optimizationsuperlinear convergenceprimal-dual interior point methodprimal-dual quadratic barrier penalty function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Interior-point methods (90C51)

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