A quadratically convergent scaling newton’s method for nonlinear programming problems

DOI10.1080/02331939808844410zbMath0961.90111MaRDI QIDQ4944414

Zhenghua Lin, Daicai Song

Publication date: 13 August 2000

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939808844410

zbMATH Keywords

nonlinear programming problem; interior point algorithm; \(Q\)-quadratic convergence; scaling Newton's method

Mathematics Subject Classification ID

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

90C51: Interior-point methods

Cites Work

• A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
• An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
• The Projective SUMT Method for Convex Programming
• Homotopy Continuation Methods for Nonlinear Complementarity Problems
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• An Interior-Point Algorithm for Linearly Constrained Optimization
• A quadratically convergent scaling newton’s method for nonlinear complementarity problems
• On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems