Journal
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Volume 114, Issue 1, Pages 1-25Publisher
KLUWER ACADEMIC/PLENUM PUBL
DOI: 10.1023/A:1015451203254
Keywords
interior-point methods; primal-dual methods; nonlinear programming problems
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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.
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