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On the Global Convergence of a Modified Augmented Lagrangian Linesearch Interior-Point Newton Method for Nonlinear Programming

Author

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  • M. Argáez

    (The University of Texas at El Paso)

  • R. A. Tapia

    (Rice University)

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.

Suggested Citation

  • M. Argáez & R. A. Tapia, 2002. "On the Global Convergence of a Modified Augmented Lagrangian Linesearch Interior-Point Newton Method for Nonlinear Programming," Journal of Optimization Theory and Applications, Springer, vol. 114(1), pages 1-25, July.
    • Handle: RePEc:spr:joptap:v:114:y:2002:i:1:d:10.1023_a:1015451203254
    DOI: 10.1023/A:1015451203254
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    References listed on IDEAS

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    1. Leon S. Lasdon & John Plummer & Gang Yu, 1995. "Primal-Dual and Primal Interior Point Algorithms for General Nonlinear Programs," INFORMS Journal on Computing, INFORMS, vol. 7(3), pages 321-332, August.
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    Cited by:

    1. M. Argáez & R. Tapia & L. Velázquez, 2002. "Numerical Comparisons of Path-Following Strategies for a Primal-Dual Interior-Point Method for Nonlinear Programming," Journal of Optimization Theory and Applications, Springer, vol. 114(2), pages 255-272, August.

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