Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption

DOI10.1007/S101070050107MaRDI QIDQ1970367zbMATH OpenOpenAlexWikidataFDO

Authors Michael Ulbrich, Stefan Ulbrich, M. Heinkenschloss

Publication date 3 October 2000

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s101070050107

zbMATH Keywords

nonlinear programmingdegeneracysufficient optimality conditionssuperlinear convergencebound constraintsinterior-point algorithmsaffine-scaling

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Newton-type methods (49M15) Numerical methods based on necessary conditions (49M05)

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Cited in

(44)

• Superlinear Convergence of Affine-Scaling Interior-Point Newton Methods for Infinite-Dimensional Nonlinear Problems with Pointwise Bounds
• A reduced Newton method for constrained linear least-squares problems
• A Newton-type method for constrained least-squares data-fitting with easy-to-control rational curves
• Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities
• Computational experience with numerical methods for nonnegative least-squares problems.
• Convergence of Affine-Scaling Interior-Point Methods with Line Search for Box Constrained Optimization
• A conic affine scaling dogleg method for nonlinear optimization with bound constraints
• On affine-scaling inexact dogleg methods for bound-constrained nonlinear systems
• Globally convergent primal-dual active-set methods with inexact subproblem solves
• Local analysis of a new multipliers method
• An affine-scaling interior-point CBB method for box-constrained optimization
• An accurate active set Newton algorithm for large scale bound constrained optimization.
• The rate of convergence of a NLM based on F-B NCP for constrained optimization problems without strict complementarity
• Regularization and preconditioning of KKT systems arising in nonnegative least-squares problems
• A trust region affine scaling method for bound constrained optimization
• A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors
• A trust region method based on a new affine scaling technique for simple bounded optimization
• Pseudotransient continuation for solving systems of nonsmooth equations with inequality constraints
• A class of derivative-free trust-region methods with interior backtracking technique for nonlinear optimization problems subject to linear inequality constraints
• Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
• scientific article; zbMATH DE number 1329062 (Why is no real title available?)
• A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities
• Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems
• An interior-point affine-scaling trust-region method for semismooth equations with box constraints
• Globally convergent DC trust-region methods
• An augmented Lagrangian affine scaling method for nonlinear programming
• A two-stage active-set algorithm for bound-constrained optimization
• An active set feasible method for large-scale minimization problems with bound constraints
• Constrained dogleg methods for nonlinear systems with simple bounds
• A local convergence property of primal-dual methods for nonlinear programming
• Nonmonotone conic trust region method with line search technique for bound constrained optimization
• scientific article; zbMATH DE number 1569003 (Why is no real title available?)
• Numerical methods for nonlinear equations
• An active set algorithm for nonlinear optimization with polyhedral constraints
• A decomposition method for large-scale box constrained optimization
• Superlinear convergence of affine scaling interior point Newton method for linear inequality constrained minimization without strict complementarity
• On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints
• Comparison of two sets of first-order conditions as bases of interior-point Newton methods for optimization with simple bounds
• Local analysis of the feasible primal-dual interior-point method
• An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming
• An interior-point algorithm for computing equilibria in economies with incomplete asset markets
• An interior global method for nonlinear systems with simple bounds
• Projected affine-scaling interior-point Newton's method with line search filter for box constrained optimization
• Exact optimal experimental designs with constraints

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