On the Global Convergence of a Modified Augmented Lagrangian Linesearch Interior-Point Newton Method for Nonlinear Programming

被引：0
|
作者：
M. Argáez
R. A. Tapia
机构：
[1] The University of Texas at El Paso,Department of Mathematical Sciences
[2] Rice University,Department of Computational and Applied Mathematics
来源：
Journal of Optimization Theory and Applications | 2002年 / 114卷
关键词：
interior-point methods; primal-dual methods; nonlinear programming problems;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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页码：1 / 25
页数：24
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