1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization

DOI10.1007/s10898-006-9117-xzbMath1149.90146OpenAlexW2016298159MaRDI QIDQ2481366

Igor A. Griva, Roman A. Polyak

Publication date: 9 April 2008

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-006-9117-x

zbMATH Keywords

multiplier methodaugmented Lagrangiannonlinear rescalingprimal-dual system

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (7)

Fast projected gradient method for support vector machines ⋮ A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints ⋮ An entire space polynomial-time algorithm for linear programming ⋮ An exterior point polynomial-time algorithm for convex quadratic programming ⋮ Unnamed Item ⋮ The Rate of Convergence of a NLM Based on F–B NCP for Constrained Optimization Problems Without Strict Complementarity ⋮ A convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems

Cites Work

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• Numerical experiments with an interior-exterior point method for nonlinear programming
• Primal-dual nonlinear rescaling method for convex optimization
• Modified barrier functions (theory and methods)
• A modified barrier-augmented Lagrangian method for constrained minimization
• Nonlinear rescaling and proximal-like methods in convex optimization
• The Newton modified barrier method for QP problems
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• Multiplier and gradient methods
• Symmetric Quasidefinite Matrices
• Definite and Semidefinite Quadratic Forms

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