Article ID: | iaor20084729 |
Country: | Canada |
Volume: | 3 |
Issue: | 1 |
Publication Date: | Jan 2008 |
Journal: | Algorithmic Operations Research |
Authors: | Shanno David F., Vanderbei Robert J., Benson Hande Y., Griva Igor |
Keywords: | programming: mathematical |
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.