Paper Info
Title
Numerical Experiments with an Interior-Exterior Point Method for Nonlinear Programming
Abstract
The paper presents an algorithm for solving nonlinear programming problems. The algorithm is based on the combination of interior and exterior point methods. The latter is also known as the primal-dual nonlinear rescaling method. The paper shows that in certain cases when the interior point method (IPM) fails to achieve the solution with the high level of accuracy, the use of the exterior point method (EPM) can remedy this situation. The result is demonstrated by solving problems from COPS and CUTE problem sets using nonlinear programming solver LOQO that is modified to include the exterior point method subroutine.
Year
DOI
Venue
2004
10.1023/B:COAP.0000042029.73199.83
Comp. Opt. and Appl.
Keywords
Field
DocType
interior point method,exterior point method,primal-dual,nonlinear rescaling
Mathematical optimization,Nonlinear system,Subroutine,Mathematical analysis,Nonlinear programming,Solver,Interior point method,Mathematics
Journal
Volume
Issue
ISSN
29
2
1573-2894
Citations 
PageRank 
References 
3
0.44
11
Authors
1
Name
Order
Citations
PageRank
Igor Griva1445.13