APPLICATION OF A PRIMAL-DUAL INTERIOR POINT ALGORITHM USING EXACT SECOND ORDER INFORMATION WITH A NOVEL NON-MONOTONE LINE SEARCH METHOD TO GENERALLY CONSTRAINED MINIMAX OPTIMISATION PROBLEMS
This work presents the application of a primal-dual interior point method to minimax optimisation problems. The algorithm differs significantly from previous approaches as it involves a novel non-monotone line search procedure, which is based on the use of standard penalty methods as the merit funct...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor's University
2008-04-01
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| Series: | Journal of Engineering Science and Technology |
| Subjects: | |
| Online Access: | http://jestec.taylors.edu.my/Vol%203%20Issue%201%20April%2008/011-%20029%20Ahmad.pdf |