On the global convergence of a modified augmented Lagrangian linesearch interior-point Newton method for nonlinear programming

Authors:
M. Argáez;R. A. Tapia
Affiliations:
-;Professor, Department of Computational and Applied Mathematics, Rice University, Houston, Texas
Venue:
Journal of Optimization Theory and Applications
Year:
2002

Citing 6
Cited 3

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Abstract

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.