Convergence analysis of a primal-dual interior-point method for nonlinear programming

  • Igor Griva
  • David F. Shanno
  • Robert J. Vanderbei
    • Categories Constrained Nonlinear Optimization Tags , , Short URL: https://optimization-online.org/?p=9562

    We analyze a primal-dual interior-point method for nonlinear programming. We prove the global convergence for a wide class of problems under the standard assumptions on the problem.

    Citation

    Technical Report ORFE-04-07, Department of ORFE, Princeton University, Princeton, NJ 08544

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