Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC
From MaRDI portal
Publication:2032022
DOI10.1007/s10957-021-01822-1zbMath1470.90127OpenAlexW3132357443MaRDI QIDQ2032022
Publication date: 15 June 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-021-01822-1
regularizationprimal-dual methodnonlinear optimizationinterior point methodsingular solutionslocal error bounds
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A trust-region method with improved adaptive radius for systems of nonlinear equations
- An inexact proximal regularization method for unconstrained optimization
- Quadratic regularizations in an interior-point method for primal block-angular problems
- Local path-following property of inexact interior methods in nonlinear programming
- Convergence properties of the regularized Newton method for the unconstrained nonconvex optimization
- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
- A regularized Newton method without line search for unconstrained optimization
- Truncated regularized Newton method for convex minimizations
- A local convergence property of primal-dual methods for nonlinear programming
- Regularized Newton method for unconstrained convex optimization
- Two error bounds for constrained optimization problems and their applications
- Test examples for nonlinear programming codes
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- A primal-dual regularized interior-point method for convex quadratic programs
- Componentwise fast convergence in the solution of full-rank systems of nonlinear equations
- Regularized Newton methods for convex minimization problems with singular solutions
- On the formulation and theory of the Newton interior-point method for nonlinear programming
- A regularized Newton method for degenerate unconstrained optimization problems
- Descentwise inexact proximal algorithms for smooth optimization
- Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods
- Incrementally updated gradient methods for constrained and regularized optimization
- An inexact and nonmonotone proximal method for smooth unconstrained minimization
- A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- Self-adaptive inexact proximal point methods
- Inexact proximal point algorithms and descent methods in optimization
- Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming
- From global to local convergence of interior methods for nonlinear optimization
- A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
- A regularized Newton method for monotone nonlinear equations and its application