Feasible Interior Methods Using Slacks for Nonlinear
R. Byrd, J. Nocedal and R. Waltz
A slack-based feasible interior point method is described which can be
derived as a modification of infeasible methods. The modification is minor
for most line search methods, but trust region methods require special
attention. It is shown how the Cauchy point, which is often computed
in trust region methods, must be modified so that the feasible method is
effective for problems containing both equality and inequality constraints.
The relationship between slack-based methods and traditional feasible methods
is discussed. Numerical results showing the relative performance of feasible
versus infeasible interior point methods are presented.
Report OTC 2000/11 Optimization Technology Center, Nov. 2000