A globally convergent lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds

Mathematics of Computation

Volumn 66, Issue 217, 1997, Pages 261-288

  Conn, A R ^a   Gould, Nick ^b   Toint, Ph L ^c  

^a IBM T J WATSON RESEARCH CENTER   (United States)

^b RUTHERFORD APPLETON LABORATORY   (United Kingdom)

^c UNIVERSITY OF NAMUR   (Belgium)

Author keywords

Barrier methods; Constrained optimization; Convergence theory; Inequality constraints

Indexed keywords

EID: 0031537979     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/s0025-5718-97-00777-1     Document Type: Article

References (58)

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