Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications

Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications

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Article ID: iaor20091370
Country: France
Volume: 42
Issue: 2
Start Page Number: 157
End Page Number: 198
Publication Date: Apr 2008
Journal: RAIRO Operations Research
Authors: , , ,
Abstract:

In this paper, we study the differentiability of the trajectories of the logarithmic barrier algorithm for a nonlinear program when the set Λ* of the Karush–Kuhn–Tucker multiplier vectors is empty owing to the fact that the constraint qualifications are not satisfied.

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