A Dual Internal Point Filter Algorithm Based on Orthogonal Design

Yijin Yang, Tianyu Huo,Bin Lan,Sanyou Zeng

international symposium on intelligence computation and applications（2017）

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摘要

The Primal-dual interior-point methods with a filter are one of hot issues in optimization with both equality and inequality constraints. Extensive attention has been paid and great progress has been made for a long time. Interior-point methods not only have polynomial complexity, but are also highly efficient in practice.

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关键词

Dual interior filter algorithm, Orthogonal design, Nonlinear programming

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