On the Newton interior-point method for nonlinear programming problems (Q1973482)

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On the Newton interior-point method for nonlinear programming problems
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    On the Newton interior-point method for nonlinear programming problems (English)
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    10 May 2001
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    The author generalizes the global Newton interior-point method introduced by (*) \textit{A. S. El-Bakry, R. A. Tapia, T. Tsuchiya}, and \textit{Y. Zhang} [J. Optimization Theory Appl. 89, 507-541 (1996; Zbl 0851.90115)] and establishes a global convergence theory for it, under the same assumptions as those stated in (*). The idea of his generalization consists in interpreting the solution of a perturbed Newton system as a descent direction for a given merit function. Numerical experimentation on discrete optimal control problems are included.
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    interior-point methods
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    inexact Newton methods
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    global convergence
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