Failure of global convergence for a class of interior point methods for nonlinear programming
type: Item
instance of: scholarly article
title: Failure of global convergence for a class of interior point methods for nonlinear programming
zbMATH Open document ID: 0963.65063
author: Andreas Wächter
author: Lorenz T. Biegler
published in: Mathematical Programming. Series A. Series B
publication date: 2001-07-03T00:00:00Z
review text: The authors consider nonlinear nonconvex optimization problems of the form \[ \min_{x\in\mathbb{R}^n} f(x),\quad c(x)= 0,\quad x_i\geq 0. \] For these problems, they demonstrate that a class of interior point methods is not globally convergent. It is shown that these algorithms produce limit points that are neither feasible nor stationary points.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C51
zbMATH DE Number: 1538619
zbMATH Keywords: global convergence
zbMATH Keywords: nonlinear programming
zbMATH Keywords: nonlinear nonconvex optimization
zbMATH Keywords: interior point methods
zbMATH Keywords: algorithms
MaRDI profile type: Publication
DOI: 10.1007/S101070000181
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description: scientific article; zbMATH DE number 1538619