Asymptotic analysis of a path-following barrier method for linearly constrained convex problems*
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Publication:4265517
DOI10.1080/02331939908844427zbMath0949.90074OpenAlexW1977555488MaRDI QIDQ4265517
Publication date: 22 September 1999
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939908844427
Newton's methodinterior-point methodconvex programmingconstraint optimizationpath-following algorithmlogarithmic barrier methodasymptotic convergence analysis
Convex programming (90C25) Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Interior-point methods (90C51)
Related Items (3)
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 ⋮ An interior point parameterized central path following algorithm for linearly constrained convex programming
Cites Work
- On some efficient interior point methods for nonlinear convex programming
- A sufficient condition for self-concordance, with application to some classes of structured convex programming problems
- Global inexact Newton methods for very large scale nonlinear problems
- Asymptotic Mesh Independence of Newton–Galerkin Methods via a Refined Mysovskii Theorem
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