Local convergence of the interior-point Newton method for general nonlinear programming

DOI10.1023/B:JOTA.0000025707.93792.BEzbMATH Open1136.90510MaRDI QIDQ704733FDOQ704733

Authors: Mahmoud M. El-Alem, Salah M. El-Sayed, Bothina El-Sobky 

Publication date: 19 January 2005

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

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zbMATH Keywords

nonlinear programminglocal convergenceNewton methodquadratic convergenceColeman-Li scaling matrixInterior-point methodsstandard assumptions of Newton method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51) Methods of quasi-Newton type (90C53)

Cites Work

• Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems
• Title not available (Why is that?)
• A trust region method based on interior point techniques for nonlinear programming.
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Superlinear Convergence of Affine-Scaling Interior-Point Newton Methods for Infinite-Dimensional Nonlinear Problems with Pointwise Bounds
• Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
• Title not available (Why is that?)
• On the characterization of \(Q\)-superlinear convergence of quasi-Newton interior-point methods for nonlinear programming

Cited In (10)

• Title not available (Why is that?)
• Sphere of convergence of Newton's method on two equivalent systems from nonlinear programming.
• Local behavior of the Newton method on two equivalent systems from linear programming
• Local convergence of the heavy-ball method and iPiano for non-convex optimization
• Global convergence of the Newton interior-point method for nonlinear programming
• Title not available (Why is that?)
• A nonlinear interval portfolio selection model and its application in banks
• An interior-point penalty active-set trust-region algorithm
• Global convergence of a primal-dual interior-point method for nonlinear programming
• Local convergence of the affine-scaling interior-point algorithm for nonlinear programming

Uses Software

• TRICE

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