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  n! R; h: R

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by Richard H. Byrd, Jorge Nocedal
http://www.mathematik.uni-bielefeld.de/documenta/xvol-icm/17/Nocedal.MAN.ps.gz
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Abstract:

Abstract. We discuss several fundamental questions concerning the problem of minimizing a nonlinear function subject to a set of inequality constraints. We begin by asking: What makes the problem intrinsically difficult to solve, and which characterizations of the solution make its solution more tractable? This leads to a discussion of two important methods of solution: active set and interior points. We make a critical assessment of the two approaches, and describe the main issues that must be resolved to make them effective in the solution of very large problems. 1991 Mathematics Subject Classification: 65K05 90C30

Citations

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3 Finite-precision effects on the local convergence of interior-point algorithms for nonlinear programming – Wright - 1998
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