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

DOI10.1007/S10957-013-0492-4MaRDI QIDQ462993zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3972641 (Why is no real title available?)
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
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• Examples of ill-behaved central paths in convex optimization
• Fast convergence of the simplified largest step path following algorithm
• Interior path following primal-dual algorithms. II: Convex quadratic programming
• Interior point methods 25 years later
• Numerical Optimization
• On central-path proximity measures in interior-point methods
• On the Implementation of a Primal-Dual Interior Point Method
• On the existence and convergence of the central path for convex programming and some duality results
• On well definedness of the central path
• Path-Following Methods for Linear Programming

Cited in

(1)

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

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