Global convergence of a primal–dual interior-point method for nonlinear programming

Global convergence of a primal–dual interior-point method for nonlinear programming

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Article ID: iaor20084729
Country: Canada
Volume: 3
Issue: 1
Publication Date: Jan 2008
Journal: Algorithmic Operations Research
Authors: , , ,
Keywords: programming: mathematical
Abstract:

Many recent convergence results obtained for primal–dual interior-point methods for nonlinear programming, use assumptions of the boundedness of generated iterates. In this paper we replace such assumptions by new assumptions on the NLP problem, develop a modification of a primal–dual interior-point method implemented in software package LOQO and analyze convergence of the new method from any initial guess.

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