Journal
MATHEMATICAL PROGRAMMING
Volume 88, Issue 3, Pages 565-574Publisher
SPRINGER-VERLAG
DOI: 10.1007/PL00011386
Keywords
nonlinear optimization; interior point methods; global convergence; Newton's method
Ask authors/readers for more resources
Using a simple analytical example, we demonstrate that a class of interior point methods for general nonlinear programming, including some current methods, is not globally convergent. It is shown that those algorithms produce limit points that are neither feasible nor stationary points of some measure of the constraint violation, when applied to a well-posed problem.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available