Hager, William; Zhang, Hongchao - In: Computational Optimization and Applications 59 (2014) 1, pp. 163-183
Recently an affine scaling, interior point algorithm ASL was developed for box constrained optimization problems with a single linear constraint (Gonzalez-Lima et al., SIAM J. Optim. 21:361–390, <CitationRef CitationID="CR7">2011</CitationRef>). This note extends the algorithm to handle more general polyhedral constraints. With a line...</citationref>