A local convergence property of primal-dual methods for nonlinear programming

DOI10.1007/S10107-007-0136-2zbMath1167.65031OpenAlexW2101337987MaRDI QIDQ948957

Joël Benoist, Paul Armand

Publication date: 16 October 2008

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0136-2

zbMATH Keywords

convergencenumerical exampleprimal-dual methodinterior point methodlocal convergenceNewton-type methodpenalty parameterconstrained nonlinear programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (7)

Learning to steer nonlinear interior-point methods ⋮ Portfolio optimization with entropic value-at-risk ⋮ Local path-following property of inexact interior methods in nonlinear programming ⋮ Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization ⋮ Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC ⋮ A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs ⋮ From global to local convergence of interior methods for nonlinear optimization

Uses Software

• ipfilter
• Ipopt

Cites Work

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