We analyze the rate of local convergence of the augmented Lagrangian method for nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requ...
Abstract. We present a null-space primal-dual interior-point algorithm for solving nonlinear optimization problems with general inequality and equality constraints. The algorithm a...
We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed i...
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
This paper addresses the need for nonlinear programming algorithms that provide fast local convergence guarantees no matter if a problem is feasible or infeasible. We present an a...