Interior-point algorithms for a class of convex optimization problems
In this paper we consider interior-point methods (IPM) for the nonlinear, convex optimization problem where the objective function is a weighted sum of reciprocals of variables subject to linear constraints (SOR). This problem appears often in various applications such as statistical stratified samp...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Belgrade
2009-01-01
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| Series: | Yugoslav Journal of Operations Research |
| Subjects: | |
| Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2009/0354-02430902239L.pdf |