(Enter summary)
Abstract: We study an infeasible interior-point trust-region method for constrained minimization.
This method uses a logarithmic-barrier function for the slack variables and updates
the slack variables using second-order correction. We show that if a certain set containing
the iterates is bounded and the origin is not in the convex hull of the nearly
active constraint gradients everywhere on this set, then any cluster point of the iterates
is a 1st-order stationary point. If the cluster point satisfies... (Update)
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BibTeX entry: (Update)
P. Tseng, Convergent infeasible interior-point trust-region methods for constrained minimization, SIAM J. Optim., to appear. http://citeseer.ist.psu.edu/tseng99convergent.html More
@techreport{ tseng99convergent,
author = "P. Tseng",
title = "A convergent infeasible interior-point trust-region method for constrained minimization",
address = "Seattle, WA",
year = "1999",
url = "citeseer.ist.psu.edu/tseng99convergent.html" }
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