Numerical experiments with an interior-exterior point method for nonlinear programming (Q702481)

An algorithm for solving nonlinear programming problems is studied which combines the interior point method (IPM) and the exterior point method (EPM). Both methods are shortly described. A combination of the IPM and EPM is presented which after detection of a slow convergence of the IPM switches to the exterior point method. Numerical experiments show that the combined method may perform better than each method individually.