A modified augmented Lagrangian merit function, and Q-superlinear characterization results for primal-dual Quasi-Newton interior-point method for nonlinear programming

Date
1997
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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
Degree
Doctor of Philosophy
Type
Thesis
Keywords
Mathematics, Operations research, Computer science
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.

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