ISSN:
1436-4646
Keywords:
Key words: nonlinear optimization – interior point methods – global convergence – Newton’s method
;
Mathematics Subject Classification (1991): 65K05, 90G30, 90G51
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/PL00011386
Permalink