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Local Convergence of an Inexact-Restoration Method and Numerical Experiments
Authors:E G Birgin  J M Martínez
Institution:1. Department of Computer Science, Institute of Mathematics and Statistics, University of S?o Paulo, S?o Paulo, SP, Brazil
2. Department of Applied Mathematics, Institute of Mathematics, Statistics, and Scientific Computing, University of Campinas, Campinas, SP, Brazil
Abstract:Local convergence of an inexact-restoration method for nonlinear programming is proved. Numerical experiments are performed with the objective of evaluating the behavior of the purely local method against a globally convergent nonlinear programming algorithm. This work was supported by PRONEX-CNPq/FAPERJ Grant E-26/171.164/2003-APQ1, FAPESP Grants 03/09169-6 and 01/04597-4, and CNPq. The authors are indebted to Juliano B. Francisco and Yalcin Kaya for their careful reading of the first draft of this paper.
Keywords:Inexact-restoration methods  nonlinear programming  local convergence  numerical experiments
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