论文信息 - Convergence analysis of a primal-dual interior-point method for nonlinear programming ∗ - 字舞流文

Convergence analysis of a primal-dual interior-point method for nonlinear programming ∗

We analyze a primal-dual interior-point method for nonlinear programming. We prove the global convergence for a wide class of problems under the standard assumptions on the problem.

Robert J. Vanderbei | Igor Griva | David F. Shanno

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