A starting-point strategy for nonlinear interior methods

Michael Gertz, Jorge Nocedal, Annick Sartenaer

    Résultats de recherche: Contribution à un journal/une revueArticle

    51 Téléchargements (Pure)

    Résumé

    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.
    langue originaleAnglais
    Pages (de - à)945-952
    Nombre de pages8
    journalApplied Mathematics Letters
    Volume17
    Etat de la publicationPublié - 2004

    Empreinte digitale

    Examiner les sujets de recherche de « A starting-point strategy for nonlinear interior methods ». Ensemble, ils forment une empreinte digitale unique.

    Contient cette citation