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http://hdl.handle.net/1822/5500| Title: | A SQP based on an interior-point strategy for nonlinear inequality constrained optimization problems |
| Author(s): | Costa, M. Fernanda P. Fernandes, Edite Manuela da G. P. |
| Keywords: | SQP Interior-point method |
| Issue date: | 2005 |
| Citation: | CONGRESSO DE ESTATÍSTICA E INVESTIGAÇÃO OPERACIONAL DA GALIZA E NORTE DE PORTUGAL, 1, Guimarães, 2005 ; CONGRESSO GALEGO DE ESTATÍSTICA E INVESTIGAÇIÓN DE OPERACIÓNS, 7, Guimarães, 2005 - "Congresso de Estatística e Investigação Operacional da Galiza e Norte de Portugal ; Congresso Galego de Estatística e Investigación de Operacións", [CD-ROM. [S. l. : s.n.] 2005. ISBN 972-99841-0-7 |
| Abstract(s): | This paper describes a sequential quadratic programming (SQP) algorithm for solving nonlinear inequality constrained optimization problems. The QP subproblems are solved by a primal-dual interior-point method that uses a variant of the Mehrotra's predictor-corrector algorithm. Preliminary numerical testing indicates that the method is effective. |
| Type: | Conference paper |
| URI: | http://hdl.handle.net/1822/5500 |
| ISBN: | 972-99841-0-7 |
| Peer-Reviewed: | yes |
| Access: | Open access |
| Appears in Collections: | LES/ALG - Textos completos em actas de encontros científicos internacionais com arbitragem |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| ceio_fernanda.pdf | 140,94 kB | Adobe PDF | View/Open |
