Inexact primal-dual interior point iteration for linear programs in function spaces

DOI10.1007/BF01300870zbMath0827.49019OpenAlexW1974621356MaRDI QIDQ1892594

Yanyan Li

Publication date: 7 December 1995

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

Full work available at URL: https://doi.org/10.1007/bf01300870

zbMATH Keywords

convergencelinear programmingprimal-dual interior point algorithminexact Newton methodstate constrained optimal control problem

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Numerical computation of solutions to systems of equations (65H10) Linear programming (90C05)

Related Items (7)

Inverse conic linear programs in Banach spaces ⋮ Effect of inexact adjoint solutions on the discrete-adjoint approach to gradient-based optimization ⋮ General primal-dual penalty/barrier path-following Newton methods for nonlinear programming ⋮ A simplex based algorithm to solve separated continuous linear programs ⋮ Robust continuous linear programs ⋮ Numerical methods of nonlinear optimal control based on mathematical programming ⋮ Unnamed Item

Cites Work

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• Solution of discrete-time optimal control problems on parallel computers
• Interior point methods for optimal control of discrete time systems
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• Inexact Newton Methods
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms

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