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Convergence analysis of a primal-dual interior-point method for nonlinear programming

Igor Griva (igriva***at***princeton.edu)
David Shanno (shanno***at***rutcor.rutgers.edu)
Robert Vanderbei (rvdb***at***princeton.edu)

Abstract: We analyze a primal-dual interior-point method for nonlinear programming. We prove the global convergence for a wide class of problems under the standard assumptions on the problem.

Keywords: Interior-point method, primal-dual, convergence analysis

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: Technical Report ORFE-04-07, Department of ORFE, Princeton University, Princeton, NJ 08544

Download: [PDF]

Entry Submitted: 07/21/2004
Entry Accepted: 07/21/2004
Entry Last Modified: 10/21/2005

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