IP from an SQP point of view

Abstract

We suggest a new method of calculating search directions in an interior point method for general nonlinear programming. The idea behind this proposal arises from a comparison of the working of a typical interior point approach with that of a sequential quadratic programming algorithm based upon exterior-point penalty functions.

Keywords:

• Nonlinear programming
• Interior point methods

^*Dedicated to Laurence Dixon with thanks for his advice and encouragement over many years. Tel.: [phone]. Fax: [phone]. email: [email protected]

^*Dedicated to Laurence Dixon with thanks for his advice and encouragement over many years. Tel.: [phone]. Fax: [phone]. email: [email protected]

Notes

^*Dedicated to Laurence Dixon with thanks for his advice and encouragement over many years. Tel.: [phone]. Fax: [phone]. email: [email protected]