Accéder directement au contenu Accéder directement à la navigation
Article dans une revue

Local path-following property of inexact interior methods in nonlinear programming

Paul Armand 1 Joël Benoist 1 Jean-Pierre Dussault 
1 DMI
XLIM - XLIM
Abstract : We study the local behavior of a primal-dual inexact interior point methods for solving nonlinear systems arising from the solution of nonlinear optimization problems or more generally from nonlinear complementarity problems. The algorithm is based on the Newton method applied to a sequence of perturbed systems that follows by perturbation of the complementarity equations of the original system. In case of an exact solution of the Newton system, it has been shown that the sequence of iterates is asymptotically tangent to the central path (Armand and Benoist in Math. Program. 115:199-222, 2008). The purpose of the present paper is to extend this result to an inexact solution of the Newton system. We give quite general conditions on the different parameters of the algorithm, so that this asymptotic property is satisfied. Some numerical tests are reported to illustrate our theoretical results.
Type de document :
Article dans une revue
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00682785
Contributeur : Yolande Vieceli Connectez-vous pour contacter le contributeur
Soumis le : lundi 26 mars 2012 - 18:37:56
Dernière modification le : mardi 7 décembre 2021 - 03:05:19

Lien texte intégral

Identifiants

Collections

Citation

Paul Armand, Joël Benoist, Jean-Pierre Dussault. Local path-following property of inexact interior methods in nonlinear programming. Computational Optimization and Applications, Springer Verlag, 2011, pp.Online. ⟨10.1007/s10589-011-9406-2⟩. ⟨hal-00682785⟩

Partager

Métriques

Consultations de la notice

104