| Article ID: | iaor20013650 |
| Country: | Germany |
| Volume: | 88 |
| Issue: | 3 |
| Start Page Number: | 565 |
| End Page Number: | 574 |
| Publication Date: | Jan 2000 |
| Journal: | Mathematical Programming |
| Authors: | Wchter A., Biegler L.T. |
| Keywords: | interior point methods |
Using a simple analytical example, we demonstrate that a class of interior point methods for general nonlinear programming, including some current methods, is not globally convergent. It is shown that those algorithms produce limit points that are neither feasible nor stationary points of some measure of the constraint violation, when applied to a well-posed problem.