On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems

DOI10.1137/0803019MaRDI QIDQ5287110zbMATH OpenOpenAlexFDO

Authors Florian A. Potra, Yin Zhang, Richard Tapia

Publication date 11 August 1993

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/e09c99ff61dce3e5d2aa02ee043edc375c8525e8

zbMATH Keywords

quadratic programminglinear complementaritydamped Newton method\(Q\)-superlinear convergence theoryinterior-point linear programming algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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(21)

• Superlinear Convergence of Affine-Scaling Interior-Point Newton Methods for Infinite-Dimensional Nonlinear Problems with Pointwise Bounds
• Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption
• Superlinear convergence of infeasible-interior-point methods for linear programming
• Solution of finite-dimensional variational inequalities using smooth optimization with simple bounds
• Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
• Superlinear convergence of interior-point algorithms for semidefinite programming
• A quadratically convergent scaling newton’s method for nonlinear programming problems
• Convergence behavior of interior-point algorithms
• \(Q\)-superlinear convergence of the iterates in primal-dual interior-point methods
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• Superlinearly Convergent $O ( \sqrt{n} L )$-Iteration Interior-Point Algorithms for Linear Programming and the Monotone Linear Complementarity Problem
• Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems
• Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
• An interior point potential reduction method for constrained equations
• A quadratically convergent scaling newton’s method for nonlinear complementarity problems
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
• Theoretical convergence of large-step primal-dual interior point algorithms for linear programming
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• A superlinearly convergent projection algorithm for solving the convex inequality problem
• Superlinear convergence of an interior-point method despite dependent constraints
• A Superlinearly Convergent Polynomial Primal-Dual Interior-Point Algorithm for Linear Programming

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