Publication | Closed Access
Primal-Dual and Primal Interior Point Algorithms for General Nonlinear Programs
21
Citations
0
References
1995
Year
Numerical AnalysisMathematical ProgrammingEngineeringInequality ConstraintsNonlinear ProgrammingConvex OptimizationSystems EngineeringBarrier ProblemInterior Point AlgorithmComputer ScienceGeneral Nonlinear ProgramsDiscrete MathematicsLinear ProgrammingCombinatorial OptimizationNonlinear OptimizationApproximation TheoryQuadratic ProgrammingOperations Research
An interior point algorithm for general nonlinear programs is presented. Inequality constraints are converted to equalities with slack variables. All bounds are handled with a barrier term in the objective. The Kuhn-Tucker system of the resulting equality constrained barrier problem is solved directly by Newton's Method. Primal-Dual, Primal, and Primal-Dual with trust region variants are developed and evaluated. An implementation which utilizes the true Lagrangian Hessian and exploits Jacobian and Hessian sparsity is described. Computational results are presented and discussed. INFORMS Journal on Computing, ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.