An ellipsoid algorithm for equality-constrained nonlinear programs

An ellipsoid algorithm for equality-constrained nonlinear programs

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Article ID: iaor20012539
Country: United Kingdom
Volume: 28
Issue: 1
Start Page Number: 85
End Page Number: 92
Publication Date: Jan 2001
Journal: Computers and Operations Research
Authors: , ,
Keywords: interior point methods
Abstract:

This paper describes an ellipsoid algorithm that solves convex problems having linear equality constraints with or without inequality constraints. Experimental results show that the new method is also effective for some problems that have nonlinear equality constraints or are otherwise nonconvex.

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