Comparison of two sets of first-order conditions as bases of interior-point Newton methods for optimization with simple bounds

DOI10.1023/A:1014801112646MaRDI QIDQ700699zbMATH OpenOpenAlexFDO

Authors Diane C. Jamrog, Richard Tapia, Yin Zhang

Publication date 8 October 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:1014801112646

zbMATH Keywords

first-order necessary conditionsinterior-point Newton methodsoptimization with simple bounds

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Analysis of algorithms and problem complexity (68Q25) Nonconvex programming, global optimization (90C26)

Recommendations

• Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption
• A special newton-type optimization method
• On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints
• Local behavior of the Newton method on two equivalent systems from linear programming
• Newton-KKT interior-point methods for indefinite quadratic programming

Cites work

• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• Local behavior of the Newton method on two equivalent systems from linear programming
• Local convergence of the affine-scaling interior-point algorithm for nonlinear programming
• On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
• Sphere of convergence of Newton's method on two equivalent systems from nonlinear programming.

This page was built for publication: Comparison of two sets of first-order conditions as bases of interior-point Newton methods for optimization with simple bounds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q700699)