An Infeasible Interior-point Arc-search Algorithm for Nonlinear Constrained Optimization

Abstract: In this paper, we propose an infeasible arc-search interior-point algorithm for solving nonlinear programming problems. Most algorithms based on interior-point methods are categorized as line search, since they compute a next iterate on a straight line determined by a search direction which approximates the central path.The proposed arc-search interior-point algorithm uses an arc for the approximation.We discuss convergence properties of the proposed algorithm.We also conduct numerical experiments on the CUTEst benchmark problems and compare the performance of the proposed arc-search algorithm with that of a line-search algorithm. Numerical results indicate that the proposed arc-search algorithm reaches the optimal solution using less iterations but longer time than a line-search algorithm. A modification that leads to a faster arc-search algorithm is also discussed.