Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing (Q1424286): Difference between revisions

The paper considers an example of Wachter and Biegler which is shown to converge to a nonstationary point for the standard primal-dual interior-point method for nonlinear programming. The reason for this failure is analyzed and a heuristic resolution is discussed. The paper characterizes the performance of the test LOQO (a line-search interior-point code) on a large test set of nonlinear programming problems. Specific types of problems which can cause LOQO to fail are identified.