Global convergence of the Newton interior-point method for nonlinear programming
type: Item
instance of: scholarly article
title: Global convergence of the Newton interior-point method for nonlinear programming
zbMATH Open document ID: 1073.90062
author: Carla Durazzi
author: V. Ruggiero
published in: Journal of Optimization Theory and Applications
publication date: 2004-06-11T00:00:00Z
review text: This paper studies the Newton interior-point algorithm presented in \textit{A. S. El-Bakry, R. A. Tapia, T. Tsuchiya} and \textit{Y. Zhang} [J. Optimization Theory Appl. 89, No. 3, 507--541 (1996; Zbl 0851.90115)]. The main result is to prove the global convergence of this algorithm under weaker assumptions. The original global convergence result in El-Bakry, et. al. used four hypothesis. In the new result the last one concerning the linear independency of the gradients of some inequality constraints is changed by the boundedness of the sequence of multipliers associated to nontrivial constraints. It is also proved that the original assumptions are sufficient for the new one. Finally some numerical results are given in order to show that new assumption is actually weaker.
Mathematics Subject Classification ID: 90C51
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 2073492
zbMATH Keywords: global convergence
zbMATH Keywords: newton interior-point
zbMATH Keywords: nonlinear programming
reviewed by: Walter Gómez Bofill
MaRDI profile type: Publication
cites work: On the formulation and theory of the Newton interior-point method for nonlinear programming
cites work: Q5441043
cites work: Failure of global convergence for a class of interior point methods for nonlinear programming
cites work: Solving elliptic control problems with interior point and SQP methods: Control and state constraints
DOI: 10.1023/B:JOTA.0000012969.51013.2C
description: scientific article; zbMATH DE number 2073492