Electronic Resource
Springer
Journal of optimization theory and applications
86 (1995), S. 407-420
ISSN:
1573-2878
Keywords:
Convex optimization
;
interior-point methods
;
nonlinear programming
;
Newton's method
;
method of centers
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this paper, we propose an interior-point method for minimizing a convex function subject to linear constraints. Our method employs ideas from a previously studied method due to Fan and Nekooie in a different context. Under certain assumptions, we show that the proposed method has a fast rate of convergence. A numerical example is included to illustrate the method.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02192087
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