Interior methods for nonlinear optimization. (English) Zbl 1028.90060

Forsgren, Anders; Gill, Philip E.; Wright, Margaret H.

SIAM Rev. 44, No. 4, 525-597 (2002).

MSC:

90C30	Nonlinear programming
49M37	Numerical methods based on nonlinear programming
49M30	Other numerical methods in calculus of variations (MSC2010)
65F05	Direct numerical methods for linear systems and matrix inversion
65K05	Numerical mathematical programming methods
90C51	Interior-point methods

Keywords:

nonlinear programming; constrained minimization; nonlinear constraints; primal-dual methods; interior methods; penalty methods; barrier methods