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

被引：24

作者：

Argáez, M ^{[1
]}

Tapia, RA

机构：

[1] Univ Texas, Dept Math Sci, El Paso, TX 79968 USA

[2] Rice Univ, Dept Computat & Appl Math, Houston, TX 77251 USA

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2002年 / 114卷 / 01期

基金：

美国国家科学基金会;

关键词：

interior-point methods; primal-dual methods; nonlinear programming problems;

D O I：

10.1023/A:1015451203254

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

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.

引用

页码：1 / 25

页数：25

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