A starting point strategy for nonlinear interior methods

M. Gertz*, J. Nocedal, A. Sartenaer

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

20 Scopus citations


This paper presents a strategy for choosing the initial point, slacks, and multipliers in interior methods for nonlinear programming. It consists of first computing a Newton-like step to estimate the magnitude of these three variables and then shifting the slacks and multipliers so that they are sufficiently positive. The new strategy has the option of respecting the initial estimate of the solution given by the user, and attempts to avoid the introduction of artificial nonconvexities. Numerical experiments on a large test set illustrate the performance of the strategy.

Original languageEnglish (US)
Pages (from-to)945-952
Number of pages8
JournalApplied Mathematics Letters
Issue number8
StatePublished - Aug 2004

ASJC Scopus subject areas

  • Applied Mathematics


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