Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing

Hande Y. Benson, David F. Shanno, Robert J. Vanderbei

Research output: Contribution to journalArticle

31 Scopus citations

Abstract

The paper considers an example of Wächter 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 then characterizes the performance of 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.

Original languageEnglish (US)
Pages (from-to)35-48
Number of pages14
JournalMathematical Programming
Volume99
Issue number1
DOIs
StatePublished - Jan 1 2004

All Science Journal Classification (ASJC) codes

  • Software
  • Mathematics(all)

Keywords

  • Interior-point methods
  • Jamming
  • Nonconvex optimization
  • Nonlinear programming

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