Asymptotic analysis of a path-following barrier method for linearly constrained convex problems*

DOI10.1080/02331939908844427zbMath0949.90074MaRDI QIDQ4265517

Christian Grossmann

Publication date: 22 September 1999

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939908844427

zbMATH Keywords

Newton's method; interior-point method; convex programming; constraint optimization; path-following algorithm; logarithmic barrier method; asymptotic convergence analysis

Mathematics Subject Classification ID

90C25: Convex programming

65K10: Numerical optimization and variational techniques

49M15: Newton-type methods

90C51: Interior-point methods

Related Items

A general class of penalty/barrier path-following Newton methods for nonlinear programming, An interior point parameterized central path following algorithm for linearly constrained convex programming, General primal-dual penalty/barrier path-following Newton methods for nonlinear programming

Cites Work

• On some efficient interior point methods for nonlinear convex programming
• A sufficient condition for self-concordance, with application to some classes of structured convex programming problems
• Global inexact Newton methods for very large scale nonlinear problems
• Asymptotic Mesh Independence of Newton–Galerkin Methods via a Refined Mysovskii Theorem
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