Failure of global convergence for a class of interior point methods for nonlinear programming.
Andreas WächterLorenz T. BieglerPublished in: Math. Program. (2000)
Keyphrases
- nonlinear programming
- interior point methods
- global convergence
- linear programming
- semidefinite programming
- optimality conditions
- convergence analysis
- primal dual
- convergence rate
- linear program
- convex optimization
- variational inequalities
- global optimum
- interior point
- convergence speed
- optimization methods
- optimization problems
- constrained optimization problems
- linear constraints
- objective function
- quadratic programming
- dynamic programming
- lower bound
- learning algorithm
- np hard