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

DOI10.1007/BF01300870MaRDI QIDQ1892594zbMATH OpenOpenAlexFDO

Authors 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

convergenceinexact Newton methodlinear programmingprimal-dual interior point algorithmstate constrained optimal control problem

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4029251 (Why is no real title available?)
• scientific article; zbMATH DE number 3502079 (Why is no real title available?)
• scientific article; zbMATH DE number 679867 (Why is no real title available?)
• Inexact Newton Methods
• Interior point methods for optimal control of discrete time systems
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
• Solution of discrete-time optimal control problems on parallel computers

Cited in

(10)

• Effect of inexact adjoint solutions on the discrete-adjoint approach to gradient-based optimization
• Robust continuous linear programs
• Interior Point Methods in Function Space
• General primal-dual penalty/barrier path-following Newton methods for nonlinear programming
• Numerical methods of nonlinear optimal control based on mathematical programming
• A primal–dual interior point algorithm with an exact and differentiable merit function for nonlinear programming
• scientific article; zbMATH DE number 834505 (Why is no real title available?)
• A review of termination rules of an inexact primal-dual interior point method for linear programming problems
• Inverse conic linear programs in Banach spaces
• A simplex based algorithm to solve separated continuous linear programs

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