Interpretation of Nonlinear Interior Methods as Damped Newton Methods

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BibTeX reference

We propose a unified framework for the update of the barrier parameter in interiorpoint methods for nonlinear programming. The original primal-dual system is augmented to incorporate explicitly an updating function. We analyze local convergence properties and recover known updating strategies as special cases. We report numerical experiments on nonlinear problems and compare our results to a state-of-the-art interior-point implementation.

, 30 pages

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Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
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Computational Optimization and Applications, 41(1), 1–25, 2008 BibTeX reference