A new affine scaling interior point algorithm for nonlinear optimization subject to linear equality and inequality constraints - Zhu, Detong (Journal of computational and applied mathematics, 2003)
Keywords: Affine scaling; Applied sciences; Backtracking step; Calculus of variations and optimal control; Exact sciences and technology; Mathematical analysis; Mathematical programming; Mathematics; Nonmonotonic technique; Numerical analysis; Numerical analysis. Scientific computation; Numerical methods in mathematical programming; Numerical methods in mathematical programming, optimization and calculus of variations; Operational research and scientific management; Operational research. Management science; Sciences and techniques of general use; Trust region method; Nonmonotonic technique; 49 M 40; Affine scaling; Backtracking step; 65 K 05; 90 C 30; Trust region method; Backtracking; Convergence of numerical methods; Numerical analysis; Inequality constraint; Equality constraint; Interior point method; Convergence rate; Constrained optimization; Mathematical programming