Sphere of convergence of Newton's method on two equivalent systems from nonlinear programming.

DOI10.1023/B:JOTA.0000037601.54325.3DzbMATH Open1076.90067OpenAlexW2009029393MaRDI QIDQ703159FDOQ703159

Authors: Maria Cristina Villalobos, Richard Tapia, Yin Zhang 

Publication date: 11 January 2005

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

Full work available at URL: https://doi.org/10.1023/b:jota.0000037601.54325.3d

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zbMATH Keywords

Newton's methodequivalent systemsNewton's interior-point methodsphere of convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Interior-point methods (90C51) Methods of quasi-Newton type (90C53)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Test examples for nonlinear programming codes
• 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
• An analogue of Moreau's proximation theorem, with application to the nonlinear complementarity problem
• Local behavior of the Newton method on two equivalent systems from linear programming
• Some properties of the Hessian of the logarithmic barrier function
• Why a Pure Primal Newton Barrier Step May be Infeasible
• On the convergence of the Newton/log-barrier method

Cited In (4)

• Comparison of two sets of first-order conditions as bases of interior-point Newton methods for optimization with simple bounds
• Primal-dual Newton-type interior-point method for topology optimization
• Augmented Lagrangian homotopy method for the regularization of total variation denoising problems
• Numerically efficient and robust Interior-point algorithm for finite strain rate-independent crystal plasticity

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