Two classes of primal-dual interior-point methods for nonlinear programming are studied. The first class corresponds to a path-following Newton method formulated in terms of the nonnegative variables rather than all primal and dual variables. The centrality condition is a relaxation of the perturbed Karush-Kuhn-Tucker condition and primarily forces feasibility in the constraints. In order to globalize the method using a linesearch strategy, a modified augmented Lagrangian merit function is defined in terms of the centrality condition. The second class is the Quasi-Newton interior-point methods. In this class the well known Boggs-Tolle-Wang characterization of Q-superlinear convergence for Quasi-Newton method for equality constrained optimization is extended. Critical issues in this extension are; the choice of the centering parameter, the choice of the steplength parameter, and the choice of the primary variables.
| Identifer | oai:union.ndltd.org:RICE/oai:scholarship.rice.edu:1911/19195 |
| Date | January 1997 |
| Creators | Paroda Garcia, Zeferino |
| Contributors | Tapia, Richard A. |
| Source Sets | Rice University |
| Language | English |
| Detected Language | English |
| Type | Thesis, Text |
| Format | 63 p., application/pdf |
Page generated in 0.0353 seconds