Computer ScienceMathematics
R. Vanderbei, D. Shanno
tlooto Summary
Numerical comparisons with MINOS and LANCELOT show that the interior-point algorithm for nonconvex nonlinear programming is efficient, and has the promise of greatly reducing solution times on at least some classes of models.
Abstract
Abstract is not available.
Citation format
VANDERBEI, R.; SHANNO, D. An interior-point algorithm for nonconvex nonlinear programming. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 1999, 13: 231–252.