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  • Search: subject:"Box and linear constraints"
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Affine scaling 1 Box and linear constraints 1 CBB 1 Cyclic Barzilai-Borwein methods 1 Global convergence 1 Interior point 1 Local convergence 1 Polyhedral constraints 1
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Hager, William 1 Zhang, Hongchao 1
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Computational Optimization and Applications 1
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An affine scaling method for optimization problems with polyhedral constraints
Hager, William; Zhang, Hongchao - In: Computational Optimization and Applications 59 (2014) 1, pp. 163-183
Recently an affine scaling, interior point algorithm ASL was developed for box constrained optimization problems with a single linear constraint (Gonzalez-Lima et al., SIAM J. Optim. 21:361–390, <CitationRef CitationID="CR7">2011</CitationRef>). This note extends the algorithm to handle more general polyhedral constraints. With a line...</citationref>
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