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

DOI10.1007/S10898-006-9117-XzbMATH Open1149.90146OpenAlexW2016298159MaRDI QIDQ2481366FDOQ2481366

Authors: Igor 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

Recommendations

• Q-SUPERLINEAR CONVERGENCE OF PRIMAL-DUAL INTERIOR POINT QUASI-NEWTON METHODS FOR CONSTRAINED OPTIMIZATION
• A Mixed and Superlinearly Convergent Algorithm for Constrained Optimization
• scientific article; zbMATH DE number 4199499
• Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
• An interior point type QP-free algorithm with superlinear convergence for inequality constrained optimization

zbMATH Keywords

augmented Lagrangianmultiplier methodnonlinear rescalingprimal-dual system

Mathematics Subject Classification ID

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

Cites Work

• Symmetric Quasidefinite Matrices
• Title not available (Why is that?)
• Multiplier and gradient methods
• Title not available (Why is that?)
• Modified barrier functions (theory and methods)
• Primal-dual nonlinear rescaling method for convex optimization
• Definite and Semidefinite Quadratic Forms
• Nonlinear rescaling and proximal-like methods in convex optimization
• A modified barrier-augmented Lagrangian method for constrained minimization
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• Numerical experiments with an interior-exterior point method for nonlinear programming
• The Newton modified barrier method for QP problems

Cited In (9)

• A convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems
• Fast projected gradient method for support vector machines
• Exterior distance function
• Nonlinear rescaling method and self-concordant functions
• Title not available (Why is that?)
• An entire space polynomial-time algorithm for linear programming
• An exterior point polynomial-time algorithm for convex quadratic programming
• A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints
• The rate of convergence of a NLM based on F-B NCP for constrained optimization problems without strict complementarity

This page was built for publication: 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2481366)