Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization

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

zbMATH Keywords

primal-dual interior point methodsnonlinearly constrained optimizationlocal convergence rates

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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• On the formulation and theory of the Newton interior-point method for nonlinear programming
• Primal-Dual and Primal Interior Point Algorithms for General Nonlinear Programs
• Superlinear and quadratic convergence of primal-dual interior-point methods for linear programming revisited
• Test examples for nonlinear programming codes

Cited in

(30)

• A primal-dual interior point method for nonlinear optimization: Global convergence, convergence rate and numerical performance for large scale problems
• A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
• A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
• A Globally and Superlinearly Convergent Primal-dual Interior Point Method for General Constrained Optimization
• Riemannian Interior Point Methods for Constrained Optimization on Manifolds
• An interior point method for nonlinear optimization with a quasi-tangential subproblem
• Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC
• A truncated Newton method in an augmented Lagrangian framework for nonlinear programming
• 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
• From global to local convergence of interior methods for nonlinear optimization
• \(Q\)-superlinear convergence of the iterates in primal-dual interior-point methods
• Local convergence of the interior-point Newton method for general nonlinear programming
• Advances in design and implementation of optimization software
• Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
• A local convergence property of primal-dual methods for nonlinear programming
• A note on the use of vector barrier parameters for interior-point methods
• Using simulation techniques to determine optimal operational region for multi-responses problems
• Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems
• Newton-type interior-point methods for solving generalized complementarity problems in polyhedral cones
• An interior-point algorithm for nonlinear minimax problems
• Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
• A local convergence analysis of bilevel decomposition algorithms
• Superlinear convergence of primal-dual interior point algorithms for nonlinear programming
• On interior-point Newton algorithms for discretized optimal control problems with state constraints^∗
• An interior-point trust-funnel algorithm for nonlinear optimization
• Local analysis of the feasible primal-dual interior-point method
• An interior-point algorithm for computing equilibria in economies with incomplete asset markets
• 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization
• A primal-dual interior-point algorithm for nonlinear least squares constrained problems

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