Article ID Journal Published Year Pages File Type
1707114 Applied Mathematical Modelling 2007 12 Pages PDF
Abstract

A feasible interior point type algorithm is proposed for the inequality constrained optimization. Iterate points are prevented from leaving to interior of the feasible set. It is observed that the algorithm is merely necessary to solve three systems of linear equations with the same coefficient matrix. Under some suitable conditions, superlinear convergence rate is obtained. Some numerical results are also reported.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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