| Article ID: | iaor2007435 |
| Country: | Netherlands |
| Volume: | 163 |
| Issue: | 2 |
| Start Page Number: | 745 |
| End Page Number: | 753 |
| Publication Date: | Apr 2005 |
| Journal: | Applied Mathematics and Computation |
| Authors: | Zhu Zhibin |
| Keywords: | interior point methods |
In this paper, a new method is presented to deal with nonconvex nonlinear inequality constrained problem by using the idea of ε-effective set. It is only required to solve two systems of linear equations per single iteration. The theoretical analysis shows that the algorithm is global convergence under some suitable conditions.