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Theoretical justification of interior point algorithms for solving optimization problems with nonlinear constraints
Authors:V. I. Zorkaltsev  S. M. Perzhabinsky
Affiliation:14147. Melentiev Energy Systems Institute, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 130, Irkutsk, 664033, Russia
Abstract:A family of interior point algorithms is considered. These algorithms can be used for solving mathematical programming problems with nonlinear inequality constraints. Some weighted Euclidean norms are applied to finding a descent direction for improving the solution. These norms vary with iterations. A theoretical justification of the algorithms with some assumptions (including the nonsingularity of the problem) is presented.
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