Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing
The paper considers an example of Wächter and Biegler which is shown to converge to a nonstationary point for the standard primal-dual interior-point method for nonlinear programming. The reason for this failure is analyzed and a heuristic resolution is discussed. The paper then characterizes the pe...
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| Veröffentlicht in: | Mathematical programming 2004, Vol.99 (1), p.35-48 |
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| container_title | Mathematical programming |
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| creator | BENSON, Hande Y SHANNO, David F VANDERBEI, Robert J |
| description | The paper considers an example of Wächter and Biegler which is shown to converge to a nonstationary point for the standard primal-dual interior-point method for nonlinear programming. The reason for this failure is analyzed and a heuristic resolution is discussed. The paper then characterizes the performance of LOQO, a line-search interior-point code, on a large test set of nonlinear programming problems. Specific types of problems which can cause LOQO to fail are identified. |
| doi_str_mv | 10.1007/s10107-003-0418-2 |
| format | Article |
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| ispartof | Mathematical programming, 2004, Vol.99 (1), p.35-48 |
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| source | SpringerLink Journals - AutoHoldings; EBSCOhost Business Source Complete |
| subjects | Algorithms Applied sciences Digital Object Identifier Exact sciences and technology Linear programming Mathematical programming Methods Operational research and scientific management Operational research. Management science |
| title | Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing |
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