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

DOI10.1080/02331939708844268zbMATH Open0867.90104OpenAlexW2024469746MaRDI QIDQ4331990FDOQ4331990

Authors: 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

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zbMATH Keywords

exponential penalty functionquadratic rate of convergenceprimal-dual path following method

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Stable exponential-penalty algorithm with superlinear convergence
• On the Accurate Determination of Search Directions for Simple Differentiable Penalty Functions
• Penalty functions, Newton's method, and quadratic programming
• On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
• Asymptotic analysis of the exponential penalty trajectory in linear programming

Cited In (8)

• Dual convergence for penalty algorithms in convex programming
• Convergence Rate of an Optimization Algorithm for Minimizing Quadratic Functions with Separable Convex Constraints
• A general class of penalty/barrier path-following Newton methods for nonlinear programming
• Stable exponential-penalty algorithm with superlinear convergence
• Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient
• Replicated Computations Results (RCR) Report for “MNO--PQRS: Max Nonnegativity Ordering—Piecewise-Quadratic Rate Smoothing”
• Primal and dual convergence of a proximal point exponential penalty method for linear programming
• Asymptotic analysis of the exponential penalty trajectory in linear programming

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