Failure of global convergence for a class of interior point methods for nonlinear programming

Andreas Wächter*, Lorenz T. Biegler

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

58 Scopus citations

Abstract

Using a simple analytical example, we demonstrate that a class of interior point methods for general nonlinear programming, including some current methods, is not globally convergent. It is shown that those algorithms produce limit points that are neither feasible nor stationary points of some measure of the constraint violation, when applied to a well-posed problem.

Original languageEnglish (US)
Pages (from-to)565-574
Number of pages10
JournalMathematical Programming, Series B
Volume88
Issue number3
DOIs
StatePublished - Jan 1 2000

Keywords

  • Global convergence
  • Interior point methods
  • Newton's method
  • Nonlinear optimization

ASJC Scopus subject areas

  • Software
  • Mathematics(all)

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