Local path-following property of inexact interior methods in nonlinear programming

DOI10.1007/S10589-011-9406-2zbMATH1282.90172OpenAlexW2043363748MaRDI QIDQ694602FDOQ694602

Authors Paul Armand, Joël Benoist, Jean-Pierre Dussault

Publication date 13 December 2012

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-011-9406-2

zbMATH Keywords

nonlinear programmingconstrained optimizationnonlinear complementarity problemsinexact Newton methodprimal-dual methodsinterior methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• A local convergence property of primal-dual methods for nonlinear programming
• Inexact interior-point method
• An inexact Newton hybrid path-following algorithm for nonlinear programming
• scientific article; zbMATH DE number 1183039
• Local convergence of a primal-dual method for degenerate nonlinear programming

Cites work

• scientific article; zbMATH DE number 781821 (Why is no real title available?)
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• A local convergence property of primal-dual methods for nonlinear programming
• A survey of truncated-Newton methods
• An interior-point algorithm for large-scale nonlinear optimization with inexact step computations
• Benchmarking optimization software with performance profiles.
• Convergence analysis of the inexact infeasible interior-point method for linear optimization
• Convergence of a class of inexact interior-point algorithms for linear programs
• Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Inexact Newton Methods
• Inexact constraint preconditioners for linear systems arising in interior point methods
• Inexact interior-point method
• Limited memory solution of bound constrained convex quadratic problems arising in video games
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Truncated-Newton algorithms for large-scale unconstrained optimization

Cited in

(8)

• A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
• Stability and accuracy of inexact interior point methods for convex quadratic programming
• Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC
• An inexact Newton hybrid path-following algorithm for nonlinear programming
• A local convergence property of primal-dual methods for nonlinear programming
• scientific article; zbMATH DE number 1183039 (Why is no real title available?)
• A review of termination rules of an inexact primal-dual interior point method for linear programming problems
• Componentwise fast convergence in the solution of full-rank systems of nonlinear equations

Describes a project that uses

Uses Software

• Ipopt
• tn

This page was built for publication: Local path-following property of inexact interior methods in nonlinear programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q694602)