A modified augmented Lagrangian merit function, and Q-superlinear characterization results for primal-dual Quasi-Newton interior-point method for nonlinear programming
Date
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
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.
Description
Advisor
Degree
Type
Keywords
Citation
Paroda Garcia, Zeferino. "A modified augmented Lagrangian merit function, and Q-superlinear characterization results for primal-dual Quasi-Newton interior-point method for nonlinear programming." (1997) Diss., Rice University. https://hdl.handle.net/1911/19195.