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Abstract
We consider the global and local convergence properties of a class of Lagrangian barrier methods for solving nonlinear programming problems. In such methods, simple bound constraints may be treated separately from more general constraints. The objective and general constraint functions are combined in a Lagrangian barrier function. A sequence of such functions are approximately minimized within the domain defined by the simple bounds. Global convergence of the sequence of generated iterates to a firstorder stationary point for the original problem is established. Furthermore, possible numerical difficulties associated with barrier function methods are avoided as it is shown that a potentially troublesome penalty parameter is bounded away from zero. This paper is a companion to previous work of ours on augmented Lagrangian methods.
Original language  English 

Pages (fromto)  261288 
Number of pages  28 
Journal  Mathematics Of Computation 
Volume  66 
Publication status  Published  1 Jan 1997 
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LANCELOT: LANCELOT, a package for the solution of largescale nonlinear optimization problems
TOINT, P., Sartenaer, A., Gould, N. I. M. & Conn, A.
1/09/87 → 1/09/00
Project: Research