Local path-following property of inexact interior methods in nonlinear programming

DOI10.1007/S10589-011-9406-2zbMath1282.90172OpenAlexW2043363748MaRDI QIDQ694602

Jean-Pierre Dussault, Joël Benoist, Paul Armand

Publication date: 13 December 2012

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-011-9406-2

zbMATH Keywords

constrained optimizationnonlinear programmingnonlinear complementarity problemsinexact Newton methodprimal-dual methodsinterior methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Related Items (4)

Stability and accuracy of inexact interior point methods for convex quadratic programming ⋮ A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming ⋮ Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC ⋮ Unnamed Item

Uses Software

• Ipopt
• tn

Cites Work

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• Limited memory solution of bound constrained convex quadratic problems arising in video games
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
• Benchmarking optimization software with performance profiles.

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