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

DOI10.1023/B:JOTA.0000037601.54325.3DMaRDI QIDQ703159zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• An analogue of Moreau's proximation theorem, with application to the nonlinear complementarity problem
• 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
• Local behavior of the Newton method on two equivalent systems from linear programming
• On the convergence of the Newton/log-barrier method
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• Some properties of the Hessian of the logarithmic barrier function
• Test examples for nonlinear programming codes
• Why a Pure Primal Newton Barrier Step May be Infeasible

Cited in

(4)

• 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
• Primal-dual Newton-type interior-point method for topology optimization
• Comparison of two sets of first-order conditions as bases of interior-point Newton methods for optimization with simple bounds

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