| Article ID: | iaor20051138 |
| Country: | Germany |
| Volume: | 99 |
| Issue: | 1 |
| Start Page Number: | 35 |
| End Page Number: | 48 |
| Publication Date: | Jan 2004 |
| Journal: | Mathematical Programming |
| Authors: | Vanderbei R.J., Shanno D.F., Benson H.Y. |
The paper considers an example of Wächter and Biegler which is shown to converge to a nonstationary point for the standard primal–dual interior-point method for nonlinear programming. The reason for this failure is analyzed and a heuristic resolution is discussed. The paper then characterizes the performance of LOQO, a line-search interior-point code, on a large test set of nonlinear programming problems. Specific types of problems which can cause LOQO to fail are identified.