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Volumn 12, Issue 1, 2002, Pages 36-78

Effects of finite-precision arithmetic on interior-point methods for nonlinear programming

Author keywords

Constraint qualification; Finite precision arithmetic; Nonlinear programming; Primal dual interior point algorithms

Indexed keywords


EID: 0036342085     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623498347438     Document Type: Article
Times cited : (26)

References (31)
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  • 16
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    • Accuracy and Stability of Numerical Algorithms
    • Philadelphia
    • (1996) SIAM
    • Higham, N.J.1
  • 23
    • 0032237110 scopus 로고    scopus 로고
    • Ill-conditioning and computational error in interior methods for nonlinear programming
    • (1998) SIAM J. Optim. , vol.9 , pp. 84-111
    • Wright, M.H.1
  • 26
  • 30
    • 0033432390 scopus 로고    scopus 로고
    • Modified Cholesky factorizations in interior-point algorithms for linear programming
    • (1999) SIAM J. Optim. , vol.9 , pp. 1159-1191
    • Wright, S.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.