an:01324711
Zbl 1040.90564
Vanderbei, Robert J.; Shanno, David F.
An interior-point algorithm for nonconvex nonlinear programming
EN
Comput. Optim. Appl. 13, No. 1-3, 231-252 (1999).
00058670
1999
j
90C51 90C30 90C55
nonlinear programming; interior-point methods; nonconvex optimization
Summary: The paper describes an interior-point algorithm for nonconvex nonlinear programming which is a direct extension of interior-point methods for linear and quadratic programming. Major modifications include a merit function and an altered search direction to ensure that a descent direction for the merit function is obtained. Preliminary numerical testing indicates that the method is robust. Further, numerical comparisons with MINOS and LANCELOT show that the method is efficient, and has the promise of greatly reducing solution times on at least some classes of models.