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Zbl 1087.90084
Gertz, M.; Nocedal, J.; Sartenaer, A.
A starting point strategy for nonlinear interior methods. (English)
[J] Appl. Math. Lett. 17, No. 8, 945-952 (2004). ISSN 0893-9659

Summary: This paper presents a strategy for choosing the initial point, slacks, and multipliers in interior methods for nonlinear programming. It consists of first computing a Newton-like step to estimate the magnitude of these three variables and then shifting the slacks and multipliers so that they are sufficiently positive. The new strategy has the option of respecting the initial estimate of the solution given by the user, and attempts to avoid the introduction of artificial nonconvexities. Numerical experiments on a large test set illustrate the performance of the strategy.

MSC 2000:: *90C51 Interior-point methods
90C30 Nonlinear programming

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