Local behavior of the Newton method on two equivalent systems from linear programming

DOI10.1023/A:1013665605315zbMath0990.90066OpenAlexW1740658586MaRDI QIDQ5959909

Maria Cristina Villalobos, Yin Zhang, Richard A. Tapia

Publication date: 11 April 2002

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

Full work available at URL: https://doi.org/10.1023/a:1013665605315

zbMATH Keywords

linear programminginterior-point methodslogarithmic barrier functionNewton method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)

Related Items

Augmented Lagrangian homotopy method for the regularization of total variation denoising problems, Comparison of two sets of first-order conditions as bases of interior-point Newton methods for optimization with simple bounds, Sphere of convergence of Newton's method on two equivalent systems from nonlinear programming.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An analogue of Moreau's proximation theorem, with application to the nonlinear complementarity problem
• Some properties of the Hessian of the logarithmic barrier function
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• Analytical expressions for the eigenvalues and eigenvectors of the Hessian matrices of barrier and penalty functions
• Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
• Why a Pure Primal Newton Barrier Step May be Infeasible