On superlinear convergence of infeasible interior-point algorithms for linearly constrained convex programs

DOI10.1023/A:1008623505672zbMath0898.90101MaRDI QIDQ1369364

Renato D. C. Monteiro, Fangjun Zhou

Publication date: 20 October 1997

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

zbMATH Keywords

superlinear convergenceconvex programaffine scalinginfeasible-interior-point algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Related Items (5)

Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems ⋮ A new primal-dual path-following interior-point algorithm for linearly constrained convex optimization ⋮ Steplengths in interior-point algorithms of quadratic programming ⋮ The BPMPD interior point solver for convex quadratic problems ⋮ LOQO:an interior point code for quadratic programming

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