Works (1)

Updated: July 5th, 2023 15:41

2014 journal article

Solving the continuous nonlinear resource allocation problem with an interior point method

OPERATIONS RESEARCH LETTERS, 42(6-7), 404–408.

By: S. Wright* & J. Rohal n

author keywords: Convex programming; Interior point methods; Continuous knapsack
TL;DR: It is shown that the sparsity structure alone yields a closed-form Newton search direction for the generic primal-dual interior point method, which consistently outperforms the best specialized methods when no additional algebraic structure is available. (via Semantic Scholar)
Source: Web Of Science
Added: August 6, 2018

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