On the local behavior of an interior point method for nonlinear programming (1997)
| Venue: | Numerical Analysis 1997 |
| Citations: | 22 - 4 self |
BibTeX
@INPROCEEDINGS{Byrd97onthe,
author = {Richard H. Byrd and Guanghui Liu},
title = {On the local behavior of an interior point method for nonlinear programming},
booktitle = {Numerical Analysis 1997},
year = {1997},
pages = {37--56},
publisher = {Addison Wesley Longman}
}
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Abstract
Jorge Nocedal z We study the local convergence of a primal-dual interior point method for nonlinear programming. A linearly convergent version of this algorithm has been shown in [2] to be capable of solving large and di cult non-convex problems. But for the algorithm to reach its full potential, it must converge rapidly to the solution. In this paper we describe how to design the algorithm so that it converges superlinearly on regular problems. Key words: constrained optimization, interior point method, large-scale optimization, nonlinear programming, primal method, primal-dual method, successive quadratic programming.
