A globally convergent interior point algorithm for non-convex nonlinear programming

DOI10.1016/J.CAM.2008.05.043MaRDI QIDQ1002202zbMATH OpenOpenAlexFDO

Authors Xiaona Fan

Publication date 25 February 2009

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2008.05.043

zbMATH Keywords

global convergencenon-convex programmingcombined interior homotopypath following algorithm

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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• The global linear convergence of an infeasible non-interior path-following algorithm for complementarity problems with uniform \(P\)-functions
• Theory of globally convergent probability-one homotopies for nonlinear programming

Cited in

(14)

• A combined homotopy interior point algorithm for a class of unbounded non-convex optimization problems
• Global convergence enhancement of classical linesearch interior point methods for MCPs
• Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
• A globally convergent non-interior point homotopy method for solving variational inequalities
• A feasible interior-point algorithm for nonconvex nonlinear programming
• A globally convergent version of a general recursive algorithm for nonlinear programming
• scientific article; zbMATH DE number 1186903 (Why is no real title available?)
• Failure of global convergence for a class of interior point methods for nonlinear programming
• A globally convergent regularized interior point method for constrained optimization
• A polynomial path following algorithm for convex programming
• scientific article; zbMATH DE number 1150096 (Why is no real title available?)
• A globally convergent non-interior point algorithm with full Newton step for second-order cone programming
• Local convergence of the affine-scaling interior-point algorithm for nonlinear programming
• A constraint shifting homotopy method for general non-linear programming

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