Benson, Hande; Shanno, David - In: Computational Optimization and Applications 58 (2014) 2, pp. 323-346
In this paper, we present a primal-dual interior-point method for solving nonlinear programming problems. It employs a Levenberg-Marquardt (LM) perturbation to the Karush-Kuhn-Tucker (KKT) matrix to handle indefinite Hessians and a line search to obtain sufficient descent at each iteration. We...