Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization

DOI10.1007/S10957-013-0492-4zbMATH Open1311.90098OpenAlexW2057741860MaRDI QIDQ462993FDOQ462993

Authors: Roger Behling, Gabriel Haeser, C. C. Gonzaga 

Publication date: 23 October 2014

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-013-0492-4

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zbMATH Keywords

convex programmingconvex quadratic programmingtrust region subprobleminitial pointLevenberg-Marquardtinterior pointspath following methodprimal-dual central path

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Interior-point methods (90C51)

Cites Work

• Numerical Optimization
• On the Implementation of a Primal-Dual Interior Point Method
• Title not available (Why is that?)
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• A method for the solution of certain non-linear problems in least squares
• Interior point methods 25 years later
• Interior path following primal-dual algorithms. II: Convex quadratic programming
• Title not available (Why is that?)
• Path-Following Methods for Linear Programming
• Fast convergence of the simplified largest step path following algorithm
• Examples of ill-behaved central paths in convex optimization
• On the existence and convergence of the central path for convex programming and some duality results
• On well definedness of the central path
• On central-path proximity measures in interior-point methods

Cited In (1)

• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization

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