Interior-point Methods for Nonconvex Nonlinear Programming: Jamming and Comparative Numerical Testing
نویسندگان
چکیده
The paper considers a current example of Wächter and Biegler which is shown not to converge for the standard primal-dual interior-point method for nonlinear programming. Three possible solutions to the problem are derived and discussed, including shifting slack variables, a trust region method, and a modified barrier method. The paper then compares LOQO, a line-search interior-point code, with SNOPT, a sequential-quadraticprogramming code, and NITRO, a trust-region interior-point code on a large test set of nonlinear programming problems. Specific types of problems which can cause LOQO to fail are identified.
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تاریخ انتشار 2000