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Issue RAIRO Oper. Res.
Volume 42, Number 2, April-June 2008
CIRO 05
Page(s) 157 - 198
DOI 10.1051/ro:2008008
Published online 17 May 2008

RAIRO-Oper. Res. 42 (2008) 157-198
DOI: 10.1051/ro:2008008

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

A. El Afia1, A. Benchakroun2, J.-P. Dussault3 and K. El Yassini4

1  Université Mohammed V, Souisi, ENSIAS, Rabat, Maroc; elafia@ensias.ma
2  Université de Sherbrooke, Dép. d'informatique, Canada; Abdelhamid.Benchakroun@usherbrooke.ca
3  Université de Sherbrooke, Dép. d'informatique, Canada; Jean-Pierre.Dussault@usherbrooke.ca
4  Université Moulay Ismail, Faculté des Sciences à Meknès, Maroc; Khalid.ElYassini@usherbrooke.ca

(Received October 16, 2006 Published online 17 May 2008.)

Abstract
In this paper, we study the differentiability of the trajectories of the logarithmic barrier algorithm for a nonlinear program when the set $\Lambda^*$ of the Karush-Kuhn-Tucker multiplier vectors is empty owing to the fact that the constraint qualifications are not satisfied.


Mathematics Subject Classification. 90C30.

Key words: Logarithmic barrier, Penalty algorithms.


© EDP Sciences, ROADEF, SMAI 2008


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