Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
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Publication:1363416
DOI10.1007/BF02592190zbMATH Open0874.90175OpenAlexW1976831027MaRDI QIDQ1363416FDOQ1363416
Authors: Hiroshi Yamashita, Hiroshi Yabe 
Publication date: 7 August 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02592190
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Cited In (30)
- An interior-point algorithm for nonlinear minimax problems
- A primal-dual interior-point algorithm for nonlinear least squares constrained problems
- Using simulation techniques to determine optimal operational region for multi-responses problems
- A note on the use of vector barrier parameters for interior-point methods
- A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
- \(Q\)-superlinear convergence of the iterates in primal-dual interior-point methods
- A local convergence property of primal-dual methods for nonlinear programming
- From global to local convergence of interior methods for nonlinear optimization
- 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization
- A primal-dual interior point method for nonlinear optimization: Global convergence, convergence rate and numerical performance for large scale problems
- Newton-type interior-point methods for solving generalized complementarity problems in polyhedral cones
- Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC
- On interior-point Newton algorithms for discretized optimal control problems with state constraints∗
- A Globally and Superlinearly Convergent Primal-dual Interior Point Method for General Constrained Optimization
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- Local analysis of the feasible primal-dual interior-point method
- Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems
- Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
- Local convergence of the interior-point Newton method for general nonlinear programming
- A truncated Newton method in an augmented Lagrangian framework for nonlinear programming
- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
- Riemannian Interior Point Methods for Constrained Optimization on Manifolds
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- Advances in design and implementation of optimization software
- Superlinear convergence of primal-dual interior point algorithms for nonlinear programming
- An interior-point trust-funnel algorithm for nonlinear optimization
- An interior-point algorithm for computing equilibria in economies with incomplete asset markets
- Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems
- Convergence analysis of a nonlinear Lagrangian algorithm for nonlinear programming with inequality constraints
- A local convergence analysis of bilevel decomposition algorithms
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