Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications

Afia, A. El; Benchakroun, A.; Dussault, J.-P.; Yassini, K. El

doi:10.1051/ro:2008008

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Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications

Afia, A. El ; Benchakroun, A. ; Dussault, J.-P. ; Yassini, K. El

RAIRO - Operations Research - Recherche Opérationnelle, Tome 42 (2008) no. 2, pp. 157-198

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Résumé

In this paper, we study the differentiability of the trajectories of the logarithmic barrier algorithm for a nonlinear program when the set $Λ^{*}$ of the Karush-Kuhn-Tucker multiplier vectors is empty owing to the fact that the constraint qualifications are not satisfied.

DOI : 10.1051/ro:2008008

Classification : 90C30
Keywords: logarithmic barrier, penalty algorithms

@article{RO_2008__42_2_157_0,
     author = {Afia, A. El and Benchakroun, A. and Dussault, J.-P. and Yassini, K. El},
     title = {Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {157--198},
     publisher = {EDP-Sciences},
     volume = {42},
     number = {2},
     year = {2008},
     doi = {10.1051/ro:2008008},
     mrnumber = {2431398},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ro:2008008/}
}

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AU  - Benchakroun, A.
AU  - Dussault, J.-P.
AU  - Yassini, K. El
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Afia, A. El; Benchakroun, A.; Dussault, J.-P.; Yassini, K. El. Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications. RAIRO - Operations Research - Recherche Opérationnelle, Tome 42 (2008) no. 2, pp. 157-198. doi: 10.1051/ro:2008008

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