On the Global Convergence of a Modified Augmented Lagrangian Linesearch Interior Point Newton Method for Nonlinear Programming
Tapia, Richard A.
In this work we consider a linesearch globalization of the local primal-dual interior-point Newton method for nonlinear programming recently introduced by El-Bakry, Tapia, Tsuchiya and Zhang. Our linesearch uses a merit function that is a modification of the standard augmented Lagrangian function and a weak notion of centrality. We establish a global convergence theory and present rather promising numerical experimentation.
Citable link to this pagehttps://hdl.handle.net/1911/101869
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