A unified feasible direction interior approach to the minimization of linear and general objective functions subject to linear constraints
A modification of Snyman's interior feasible direction method for linear programming is proposed and the method is also extended to problems where the objective function is non-linear. The method attempts to identify the optimal bounding set of active constraints. In the modified algorithm the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Operations Research Society of South Africa (ORSSA)
2003-12-01
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| Series: | ORiON |
| Online Access: | http://orion.journals.ac.za/pub/article/view/464 |