Quadratic rate of convergence for a primal-dual exponential penalty algorithm

DOI10.1080/02331939708844268zbMath0867.90104OpenAlexW2024469746MaRDI QIDQ4331990

J. M. Pérez-Cerda, Roberto Cominetti

Publication date: 4 August 1997

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939708844268

zbMATH Keywords

quadratic rate of convergenceexponential penalty functionprimal-dual path following method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Related Items

Dual convergence for penalty algorithms in convex programming, A general class of penalty/barrier path-following Newton methods for nonlinear programming

Cites Work

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• Penalty functions, Newton's method, and quadratic programming
• Stable exponential-penalty algorithm with superlinear convergence
• Asymptotic analysis of the exponential penalty trajectory in linear programming
• On the Accurate Determination of Search Directions for Simple Differentiable Penalty Functions
• On the Convergence of a Sequential Penalty Function Method for Constrained Minimization