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

Published online by Cambridge University Press:  17 May 2008

A. El Afia ,
A. Benchakroun ,
J.-P. Dussault  and
K. El Yassini
A. El Afia
Affiliation:
Université Mohammed V, Souisi, ENSIAS, Rabat, Maroc; elafia@ensias.ma
A. Benchakroun
Affiliation:
Université de Sherbrooke, Dép. d'informatique, Canada; Abdelhamid.Benchakroun@usherbrooke.ca
J.-P. Dussault
Affiliation:
Université de Sherbrooke, Dép. d'informatique, Canada; Jean-Pierre.Dussault@usherbrooke.ca
K. El Yassini
Affiliation:
Université Moulay Ismail, Faculté des Sciences à Meknès, Maroc; Khalid.ElYassini@usherbrooke.ca
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Abstract

In this paper, we study the differentiability of the trajectories of the logarithmic barrier algorithm for a nonlinearprogram when the set Λ* of the Karush-Kuhn-Tucker multiplier vectors is emptyowing to the fact that the constraint qualifications are not satisfied.


Keywords

Logarithmic barrierPenalty algorithms.
Type
Research Article
Information
RAIRO - Operations Research , Volume 42 , Issue 2: CIRO 05 , April 2008 , pp. 157 - 198
Copyright
© EDP Sciences, ROADEF, SMAI, 2008

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References

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