Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing

被引：33

作者：

Benson, HY ^{[1
]}

Shanno, DF

Vanderbei, RJ

机构：

[1] Princeton Univ, Princeton, NJ 08544 USA

[2] Rutgers State Univ, New Brunswick, NJ 08903 USA

来源：

MATHEMATICAL PROGRAMMING | 2004年 / 99卷 / 01期

关键词：

interior-point methods; nonconvex optimization; nonlinear programming; jamming;

D O I：

10.1007/s10107-003-0418-2

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

The paper considers an example of Wachter and Biegler which is shown to converge to a nonstationary point for the standard primal-dual interior-point method for nonlinear programming. The reason for this failure is analyzed and a heuristic resolution is discussed. The paper then characterizes the performance of LOQO, a line-search interior-point code, on a large test set of nonlinear programming problems. Specific types of problems which can cause LOQO to fail are identified.

引用

页码：35 / 48

页数：14

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