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An interior point method with a primal-dual quadratic barrier penalty function for nonlinear optimization. (English) Zbl 1072.90050
The paper is concerned with a primal-dual interior point method for solving nonlinearly constrained optimization problem, in which Newton-like methods are applied to the shifted barrier KKT optimality conditions. The authors propose a new primal-dual merit function, called the primal-dual quadratic barrier penalty function, framework of line search methods, and show the global convergence properties of the method. Asymptotic superlinear convergence of the method is achieved by carefully controlling the parameters. Some numerical experiments illustrate the method.

MSC:
90C51 Interior-point methods
90C53 Methods of quasi-Newton type
90C30 Nonlinear programming
Software:
TRICE
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