On the Global Convergence of a Modified Augmented Lagrangian Linesearch Interior-Point Newton Method for Nonlinear Programming

M. Argáez and R. A. Tapia
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M. Argáez: The University of Texas at El Paso
R. A. Tapia: Rice University

Journal of Optimization Theory and Applications, 2002, vol. 114, issue 1, No 1, 25 pages

Abstract: Abstract 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.

Keywords: interior-point methods; primal-dual methods; nonlinear programming problems (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1015451203254

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