A Newton Inexact Interior-Point Method for Large Scale Nonlinear Optimization Problems

In this paper, we describe a variant of the Newton Interior{Point method in [8] for nonlinear programming problems. In this scheme, the perturbation parameter can be chosen within a range of values and we can use an iterative method for approximately solving the reduced linear system arising at each step. We have devised the inner termination rule which guarantees the global convergence of this Newton Inexact Interior-Point method. We remark that the required assumptions are weaker than those stated in [8], as shown by some numerical examples.