Local convergence of a primal-dual method for degenerate nonlinear programming

DOI10.1023/A:1019798502851zbMath1039.90093OpenAlexW1956889497WikidataQ58040661 ScholiaQ58040661MaRDI QIDQ1812091

Stephen J. Wright, Luis Nunes Vicente

Publication date: 18 June 2003

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

Full work available at URL: https://doi.org/10.1023/a:1019798502851

zbMATH Keywords

nonlinear programminginterior-point methodsdegeneracy

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (10)

Exact optimal experimental designs with constraints ⋮ Local analysis of the feasible primal-dual interior-point method ⋮ On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods ⋮ A local convergence property of primal-dual methods for nonlinear programming ⋮ Penalized interior point approach for constrained nonlinear programming ⋮ A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems ⋮ Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization ⋮ Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming ⋮ Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it ⋮ Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems

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