| Issue |
RAIRO-Oper. Res.
Volume 42, Number 2, April-June 2008
CIRO 05
|
|
|---|---|---|
| Page(s) | 157 - 198 | |
| DOI | https://doi.org/10.1051/ro:2008008 | |
| Published online | 17 May 2008 | |
Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications
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:
16
October
2006
In this paper, we study the differentiability of the trajectories of the logarithmic barrier algorithm for a nonlinear program when the set Λ* 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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