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logarithmic barrier

RAIRO - Operations Research (1)

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Asymptotic analysis of the trajectoriesof the logarithmic barrier algorithm without constraint qualifications
A. El Afia, A. Benchakroun, J.-P. Dussault, K. El Yassini
Journal:

RAIRO - Operations Research / Volume 42 / Issue 2 / April 2008

Published online by Cambridge University Press:

17 May 2008, pp. 157-198

Print publication:

April 2008
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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.