In this paper, we study the differentiability of the trajectories of the logarithmic barrier algorithm for a nonlinear program when the set of the Karush-Kuhn-Tucker multiplier vectors is empty owing to the fact that the constraint qualifications are not satisfied.
Mots-clés : logarithmic barrier, penalty algorithms
@article{RO_2008__42_2_157_0, author = {Afia, A. El and Benchakroun, A. and Dussault, J.-P. and Yassini, K. El}, title = {Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications}, journal = {RAIRO - Operations Research - Recherche Op\'erationnelle}, pages = {157--198}, publisher = {EDP-Sciences}, volume = {42}, number = {2}, year = {2008}, doi = {10.1051/ro:2008008}, mrnumber = {2431398}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ro:2008008/} }
TY - JOUR AU - Afia, A. El AU - Benchakroun, A. AU - Dussault, J.-P. AU - Yassini, K. El TI - Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2008 SP - 157 EP - 198 VL - 42 IS - 2 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ro:2008008/ DO - 10.1051/ro:2008008 LA - en ID - RO_2008__42_2_157_0 ER -
%0 Journal Article %A Afia, A. El %A Benchakroun, A. %A Dussault, J.-P. %A Yassini, K. El %T Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications %J RAIRO - Operations Research - Recherche Opérationnelle %D 2008 %P 157-198 %V 42 %N 2 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ro:2008008/ %R 10.1051/ro:2008008 %G en %F RO_2008__42_2_157_0
Afia, A. El; Benchakroun, A.; Dussault, J.-P.; Yassini, K. El. Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications. RAIRO - Operations Research - Recherche Opérationnelle, Tome 42 (2008) no. 2, pp. 157-198. doi : 10.1051/ro:2008008. http://www.numdam.org/articles/10.1051/ro:2008008/
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