Effects of Finite-Precision Arithmetic on Interior-Point Methods for Nonlinear Programming

DOI10.1137/S1052623498347438zbMath0994.90139arXivmath/0103102MaRDI QIDQ2719248

Stephen J. Wright

Publication date: 21 June 2001

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0103102

zbMATH Keywords

nonlinear programmingconstraint qualificationprimal-dual interior point methodsfinite-precision arithmetic

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Related Items (11)

The interior-point revolution in optimization: History, recent developments, and lasting consequences ⋮ A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils ⋮ Stability and accuracy of inexact interior point methods for convex quadratic programming ⋮ A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming ⋮ General primal-dual penalty/barrier path-following Newton methods for nonlinear programming ⋮ A general class of penalty/barrier path-following Newton methods for nonlinear programming ⋮ Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization ⋮ On the Turing Model Complexity of Interior Point Methods for Semidefinite Programming ⋮ Unnamed Item ⋮ Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems ⋮ The Cholesky factorization in interior point methods

Uses Software

• PCx
• mctoolbox

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