Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing (Q1424286)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing |
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Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing (English)
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11 March 2004
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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.
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nonlinear programming
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interior-point methods
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