A quadratically convergent scaling newton’s method for nonlinear programming problems

DOI10.1080/02331939808844410MaRDI QIDQ4944414zbMATH OpenOpenAlexFDO

Authors Daicai Song, Zhenghua Lin

Publication date 13 August 2000

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939808844410

zbMATH Keywords

\(Q\)-quadratic convergenceinterior point algorithmnonlinear programming problemscaling Newton's method

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Nonlinear programming (90C30) Interior-point methods (90C51)

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Cites work

• A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
• A quadratically convergent scaling newton’s method for nonlinear complementarity problems
• An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
• An Interior-Point Algorithm for Linearly Constrained Optimization
• Homotopy Continuation Methods for Nonlinear Complementarity Problems
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems
• The Projective SUMT Method for Convex Programming

Cited in

(4)

• An exterior Newton method for strictly convex quadratic programming
• Solving quadratic programs to high precision using scaled iterative refinement
• Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence
• A quadratically convergent scaling newton’s method for nonlinear complementarity problems

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