caa a22 4500 475769694 CHVBK 20180406123616.0 cr unu---uuuuu 170329e20000901xx s 000 0 eng 10.1007/PL00011386 doi (NATIONALLICENCE)springer-10.1007/PL00011386 Failure of global convergence for a class of interior point methods for nonlinear programming [Elektronische Daten] [Andreas Wächter, Lorenz T. Biegler] Abstract. : Using a simple analytical example, we demonstrate that a class of interior point methods for general nonlinear programming, including some current methods, is not globally convergent. It is shown that those algorithms produce limit points that are neither feasible nor stationary points of some measure of the constraint violation, when applied to a well-posed problem. Springer-Verlag Berlin Heidelberg, 2000 Key words: nonlinear optimization - interior point methods - global convergence - Newton's method nationallicence Mathematics Subject Classification (1991): 65K05, 90G30, 90G51 nationallicence Wächter Andreas Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA 15213, USA, e-mail: {andreasw, lb01}@andrew.cmu.edu, US aut Biegler Lorenz T. Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA 15213, USA, e-mail: {andreasw, lb01}@andrew.cmu.edu, US aut https://doi.org/10.1007/PL00011386 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/PL00011386 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Wächter Andreas Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA 15213, USA, e-mail: {andreasw, lb01}@andrew.cmu.edu, US aut NATIONALLICENCE 700 1- Biegler Lorenz T. Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA 15213, USA, e-mail: {andreasw, lb01}@andrew.cmu.edu, US aut Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer