Interpretation of Nonlinear Interior Methods as Damped Newton Methods

, et

référence BibTeX

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

Axe de recherche

Application de recherche


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