On the global convergence of a modified augmented Lagrangian linesearch interior-point Newton method for nonlinear programming

We consider a linesearch globalization of the local primal-dual interior-point Newton method for nonlinear programming introduced by El-Bakry, Tapia, Tsuchiya, and Zhang. The linesearch uses a new merit function that incorporates a modification of the standard augmented Lagrangian function and a wea...

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Bibliographic Details
Published in:Journal of optimization theory and applications 2002-07, Vol.114 (1), p.1-25
Main Authors: ARGAEZ, M, TAPIA, R. A
Format: Article
Language:English
Subjects:
Algorithms
Applied sciences
Exact sciences and technology
Globalization
Linear programming
Mathematical programming
Methods
Operational research and scientific management
Operational research. Management science
Philosophy
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Summary:We consider a linesearch globalization of the local primal-dual interior-point Newton method for nonlinear programming introduced by El-Bakry, Tapia, Tsuchiya, and Zhang. The linesearch uses a new merit function that incorporates a modification of the standard augmented Lagrangian function and a weak notion of centrality. We establish a global convergence theory and present promising numerical experimentation.
ISSN:0022-3239
1573-2878
DOI:10.1023/A:1015451203254