An augmented Lagrangian interior-point method using directions of negative curvature

Mathematical Programming, Series B

Volumn 95, Issue 3, 2003, Pages 573-616

  Moguerza, Javier M ^a   Prieto, Francisco J ^b  

^a UNIVERSIDAD REY JUAN CARLOS   (Spain)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Linesearches; Nonconvex optimization; Primal dual methods

Indexed keywords

ALGORITHMS; ITERATIVE METHODS; NUMERICAL ANALYSIS; PARAMETER ESTIMATION; PROBLEM SOLVING;

LINESEARCHES; NEGATIVE CURVATURE; NONCONVEX OPTIMIZATION; PRIMAL-DUAL METHODS;

LAGRANGE MULTIPLIERS;

EID: 21044448471     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-002-0360-8     Document Type: Article

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