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A Simple Primal-Dual Feasible Interior Point Method for Nonlinear Programming with Monotone Descent

dc.contributor.author Bakhtiari, Sasan en_US
dc.contributor.author Tits, Andre L en_US
dc.date.accessioned 2021-11-25T15:28:23Z
dc.date.available 2021-11-25T15:28:23Z
dc.date.issued 2003 en_US
dc.description.abstract We propose and analyze a primal-dual interior point method of the ``feasible'' type, with the additional property that the objective function decreases at each iteration. A distinctive feature of the method is the use of different barrier parameter values for each constraint, with the purpose of better steering the constructed sequence away from non-KKT stationary points. Assets of the proposed scheme include relative simplicity of the algorithm and of the convergence analysis, strong global and local convergence properties, and good performance in preliminary tests. In addition, the initial point is allowed to lie on the boundary of the feasible set. en_US
dc.identifier.issn 0926-6003 en_US
dc.identifier.uri http://hdl.handle.net/1959.4/44551
dc.language English
dc.language.iso EN en_US
dc.rights CC BY-NC-ND 3.0 en_US
dc.rights.uri https://creativecommons.org/licenses/by-nc-nd/3.0/au/ en_US
dc.source Legacy MARC en_US
dc.subject.other nonlinear programming en_US
dc.subject.other interior point en_US
dc.subject.other feasible itereates en_US
dc.subject.other global convergence en_US
dc.subject.other local convergence en_US
dc.title A Simple Primal-Dual Feasible Interior Point Method for Nonlinear Programming with Monotone Descent en_US
dc.type Journal Article en
dcterms.accessRights metadata only access
dspace.entity.type Publication en_US
unsw.accessRights.uri http://purl.org/coar/access_right/c_14cb
unsw.identifier.doiPublisher http://dx.doi.org/10.1023/A:1022944802542 en_US
unsw.relation.ispartofissue 1-3 en_US
unsw.relation.ispartofjournal Computational Optimization and Applications en_US
unsw.relation.ispartofpagefrompageto 17-38 en_US
unsw.relation.ispartofvolume 25 en_US
unsw.relation.originalPublicationAffiliation Bakhtiari, Sasan en_US
unsw.relation.originalPublicationAffiliation Tits, Andre L en_US
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