### Abstract

Original language | English |
---|---|

Pages (from-to) | 945-952 |

Number of pages | 8 |

Journal | Applied Mathematics Letters |

Volume | 17 |

Publication status | Published - 2004 |

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### Cite this

*Applied Mathematics Letters*,

*17*, 945-952.

}

*Applied Mathematics Letters*, vol. 17, pp. 945-952.

**A starting-point strategy for nonlinear interior methods.** / Gertz, Michael; Nocedal, Jorge; Sartenaer, Annick.

Research output: Contribution to journal › Article

TY - JOUR

T1 - A starting-point strategy for nonlinear interior methods

AU - Gertz, Michael

AU - Nocedal, Jorge

AU - Sartenaer, Annick

N1 - Publication code : *FP SB010/2003/11 ; #QA 0002.2/001/03/11

PY - 2004

Y1 - 2004

N2 - This paper presents a strategy for choosing the initial point, slacks and multipliers in interior methods for nonlinear programming. It consists of first computing a Newton-like step to estimate the magnitude of these three variables and then shifting the slacks and multipliers so that they are sufficiently positive. The new strategy has the option of respecting the initial estimate of the solution given by the user, and attempts to avoid the introduction of artificial non-convexities. Numerical experiments on a large test set illustrate the performance of the strategy.

AB - This paper presents a strategy for choosing the initial point, slacks and multipliers in interior methods for nonlinear programming. It consists of first computing a Newton-like step to estimate the magnitude of these three variables and then shifting the slacks and multipliers so that they are sufficiently positive. The new strategy has the option of respecting the initial estimate of the solution given by the user, and attempts to avoid the introduction of artificial non-convexities. Numerical experiments on a large test set illustrate the performance of the strategy.

M3 - Article

VL - 17

SP - 945

EP - 952

JO - Applied Mathematics Letters

JF - Applied Mathematics Letters

SN - 0893-9659

ER -