Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions

DOI10.1016/J.LAA.2013.02.015MaRDI QIDQ393377zbMATHOpenAlexFDO

Authors Wenjuan Xue, Chungen Shen, Wenqiong Shao

Publication date 17 January 2014

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2013.02.015

zbMATH Keywords

singularitysuperlinear convergencesecond-order conditionregularized method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55)

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Cites work

• scientific article; zbMATH DE number 1694914 (Why is no real title available?)
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• On the Accurate Identification of Active Constraints
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
• Regularized Newton methods for convex minimization problems with singular solutions
• Second-order Sufficiency and Quadratic Growth for Nonisolated Minima
• Stability in the presence of degeneracy and error estimation
• Stabilized sequential quadratic programming
• Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
• Superlinear convergence of a stabilized SQP method to a degenerate solution
• Superlinear convergence of an interior-point method despite dependent constraints

Cited in

(1)

• Structured regularization for barrier NLP solvers

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Uses Software

• Ipopt

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