Effects of Finite-Precision Arithmetic on Interior-Point Methods for Nonlinear Programming
From MaRDI portal
Publication:2719248
DOI10.1137/S1052623498347438zbMath0994.90139arXivmath/0103102MaRDI QIDQ2719248
Publication date: 21 June 2001
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0103102
nonlinear programmingconstraint qualificationprimal-dual interior point methodsfinite-precision arithmetic
Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)
Related Items
The interior-point revolution in optimization: History, recent developments, and lasting consequences, A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils, Stability and accuracy of inexact interior point methods for convex quadratic programming, A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming, General primal-dual penalty/barrier path-following Newton methods for nonlinear programming, A general class of penalty/barrier path-following Newton methods for nonlinear programming, Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization, On the Turing Model Complexity of Interior Point Methods for Semidefinite Programming, Unnamed Item, Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems, The Cholesky factorization in interior point methods
Uses Software