An inexact Newton path-following interior-point algorithm for nonlinear programming

Jaime Hernandez, University of Texas at El Paso

Abstract

We present a path-following algorithm for solving large scale and/or degenerate nonlinear programs. We use interior-point methodology, a linesearch strategy within a trust region globalization strategy, and the conjugate gradient method with Steihaug's termination tests. The algorithm's path-following strategy makes use of the quasicentral path, the modified augmented Lagrangian, and weighted proximity measures. Some promising numerical results are reported. ^

Subject Area

Mathematics

Recommended Citation

Hernandez, Jaime, "An inexact Newton path-following interior-point algorithm for nonlinear programming" (2004). ETD Collection for University of Texas, El Paso. AAIEP10559.
http://digitalcommons.utep.edu/dissertations/AAIEP10559

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