Abstract
In minimizing interior penalty functions, most of the computational time is spent on the one-dimensional search. This paper presents a method for performing this search on barrier functions which is significantly faster than current techniques. The method exploits the special structure of barrier functions. Comparative computational results are given for a set of six test problems.
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This research was partially supported by the National Aeronautics and Space Administration under Research Grant NSG 110-61 and by the Office of Naval Research under Grant No. N00014-67-A-0404-0010.
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Lasdon, L.S., Fox, R.L. & Ratner, M.W. An efficient one—dimensional search procedure for barrier functions. Mathematical Programming 4, 279–296 (1973). https://doi.org/10.1007/BF01584671
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DOI: https://doi.org/10.1007/BF01584671