A note on the convergence of barrier algorithms to second-order necessary points

Citation
Nim. Gould et Pl. Toint, A note on the convergence of barrier algorithms to second-order necessary points, MATH PROGR, 85(2), 1999, pp. 433-438
Citations number
20
Categorie Soggetti
Mathematics
Journal title
MATHEMATICAL PROGRAMMING
ISSN journal
00255610 → ACNP
Volume
85
Issue
2
Year of publication
1999
Pages
433 - 438
Database
ISI
SICI code
0025-5610(199906)85:2<433:ANOTCO>2.0.ZU;2-S
Abstract
It has long been known that barrier algorithms for constrained optimization can produce a sequence of iterates converging to a critical point satisfyi ng weak second-order necessary optimality conditions, when their inner iter ations ensures that second-order necessary conditions hold at each barrier minimizer We show that, despite this, strong second-order necessary conditi ons may fail to be attained at the limit, even if the barrier minimizers sa tisfy second-order sufficient optimality conditions.