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: | Mitchell John E., Kupferschmid Michael, Shah Sharmila |
Keywords: | interior point methods |
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.