Global convergence of the Newton interior-point method for nonlinear programming

Journal of Optimization Theory and Applications

Volumn 120, Issue 1, 2004, Pages 199-208

  Durazzi, C ^a   Ruggiero, V ^a  

^a UNIVERSITY OF FERRARA   (Italy)

Author keywords

Global convergence; Newton interior point methods; Nonlinear programming

Indexed keywords

CONSTRAINT THEORY; ITERATIVE METHODS; NUMERICAL METHODS;

BOUNDEDNESS; GLOBAL CONVER-GENCE; INEQUALITY CONSTRAINT; LINEARLY INDEPENDENTS; NEWTON INTERIOR-POINT METHODS; SLACK VARIABLES;

NONLINEAR PROGRAMMING;

EID: 0347723949     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:JOTA.0000012969.51013.2c     Document Type: Article

References (4)

1. EL-BAKRY, A. S., TAPIA, R. A., TSUCHIYA, T., and ZHANG, Y., On the Formulation and Theory of the Newton Interior Point Method for Nonlinear Programming, Journal of Optimization Theory and Applications, Vol. 89, pp. 507-541, 1996.
2. DURAZZI, C., and RUGGIERO, V., A Newton Inexact Interior Point Method for Large-Scale Nonlinear Optimization Problems, Annali dell'Università di Ferrara, Sezione VII, Scienze matematiche, Vol. XLIX, 2003.
3. WÄCHTER, A., and BIEGLER, L. T., Failure of Global Convergence for a Class of Interior Point Methods for Nonlinear Programming, Mathematical Programming, Vol. 88 A, pp. 565-574, 2000.
4. MITTELMANN, H. D., and MAURER, H., Solving Elliptic Control Problems with Interior Point and SQP Methods: Control and State Constraints, Journal of Computational and Applied Mathematics, Vol. 120, pp. 175-195, 2000.