An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints

  • Authors:
  • Francisco Facchinei;Joaquim Júdice

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1998

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Abstract

The computation of the analytic center of the solution set can be important in linear programming applications where it is desirable to obtain a solution that is not near the relative boundary of the solution set. In this work we discuss the effective ...