### Abstract

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.

Original language | English |
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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

Gertz, M., Nocedal, J., & Sartenaer, A. (2004). A starting-point strategy for nonlinear interior methods.

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