Ask a Question

Prefer a chat interface with context about you and your work?

Primal-Dual Interior Methods for Nonconvex Nonlinear Programming

Primal-Dual Interior Methods for Nonconvex Nonlinear Programming

This paper concerns large-scale general (nonconvex) nonlinear programming when first and second derivatives of the objective and constraint functions are available. A method is proposed that is based on finding an approximate solution of a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained …