Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization

DOI10.1007/BF02592190zbMath0874.90175OpenAlexW1976831027MaRDI QIDQ1363416

Hiroshi Yamashita, Hiroshi Yabe

Publication date: 7 August 1997

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

Full work available at URL: https://doi.org/10.1007/bf02592190

zbMATH Keywords

primal-dual interior point methodsnonlinearly constrained optimizationlocal convergence rates

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites Work

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• On the formulation and theory of the Newton interior-point method for nonlinear programming
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• Primal-Dual and Primal Interior Point Algorithms for General Nonlinear Programs
• On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems

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