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

DOI10.1137/0803019zbMATH Open0781.90074OpenAlexW1982356825MaRDI QIDQ5287110FDOQ5287110

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

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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)

Cited In (21)

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

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