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On the global convergence of a modified augmented Lagrangian linesearch interior-point Newton method for nonlinear programming. (English) Zbl 1009.90111

Authors’ summary: 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.

MSC:

90C30 Nonlinear programming
90C51 Interior-point methods
49M30 Other numerical methods in calculus of variations (MSC2010)
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