×

zbMATH — the first resource for mathematics

Failure of global convergence for a class of interior point methods for nonlinear programming. (English) Zbl 0963.65063
The authors consider nonlinear nonconvex optimization problems of the form \[ \min_{x\in\mathbb{R}^n} f(x),\quad c(x)= 0,\quad x_i\geq 0. \] For these problems, they demonstrate that a class of interior point methods is not globally convergent. It is shown that these algorithms produce limit points that are neither feasible nor stationary points.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C51 Interior-point methods
PDF BibTeX XML Cite
Full Text: DOI