Sasan Bakhtiari – Optimization Online

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

Published: 2002/10/29

Constrained Nonlinear Optimization feasible itereates, global convergence, interior point methods, local convergence, nonlinear programming

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 … Read more

A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties.

Published: 2002/07/19, Updated: 2003/03/05

Constrained Nonlinear Optimization feasible iterates, nonlinear programming, primal-dual iinterior point

An exact-penalty-function-based scheme—inspired from an old idea due to Mayne and Polak (Math. Prog., vol.~11, 1976, pp.~67–80)—is proposed for extending to general smooth constrained optimization problems any given feasible interior-point method for inequality constrained problems. It is shown that the primal-dual interior-point framework allows for a simpler penalty parameter update rule than that discussed and … Read more