Igor Griva | George Mason Univefrsity
address: Dept of Mathematical Sciences, George Mason Univerfsity, Fairfax, VA 22030
phone: 703.993.4511 | email: igriva@gmu.edu
website: http://math.gmu.edu/www/people/Griva.htm


Title: A Globally convergent primal-dual exterior-point method.

Abstract
In this talk we consider a primal-dual exterior-point method (also known as primal-dual nonlinear rescaling- augmented Lagrangian method) for solving nonlinear optimization problems with both inequality constraints and equations and analyze its global and local convergence properties.