A robust primal-dual interior-point algorithm for nonlinear programs

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A robust primal-dual interior-point algorithm for nonlinear programs

We present a primal-dual interior-point algorithm for solving optimization problems with nonlinear inequality constraints. The algorithm has some of the theoretical properties of trust region methods, but works entirely by line search. Global convergence properties are derived without assuming regul...

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Bibliographic Details
Main Authors:	Liu, X., Sun, Jie
Format:	Journal Article
Language:	English
Published:	Society for Industrial and Applied Mathematics 2004
Subjects:	Science & Technology Physical Sciences Mathematics, Applied Mathematics nonlinear optimization interior-point method global convergence regularity conditions REGION-BASED ALGORITHMS GLOBAL CONVERGENCE EQUALITY OPTIMIZATION
Online Access:	http://hdl.handle.net/20.500.11937/91442

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