Name
Title | ||
|---|---|---|
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming |
Abstract | ||
|---|---|---|
This paper addresses the local convergence properties of the affine-scaling interior-point algorithm for nonlinear programming. The analysis of local convergence is developed in terms of parameters that control the interior-point scheme and the size of the residual of the linear system that provides the step direction. The analysis follows the classical theory for quasi-Newton methods and addresses q-linear, q-superlinear, and q-quadratic rates of convergence. |
Year | DOI | Venue |
|---|---|---|
2000 | 10.1023/A:1008774924658 | Comp. Opt. and Appl. |
Keywords | Field | DocType |
interior-point methods,affine scaling,local convergence,nonlinear programming | Convergence (routing),Mathematical optimization,Normal convergence,Mathematical analysis,Nonlinear programming,Compact convergence,Algorithm,Local convergence,Interior point method,Mathematics,Modes of convergence,Algebraic interior | Journal |
Volume | Issue | ISSN |
17 | 1 | 1573-2894 |
Citations | PageRank | References |
6 | 0.94 | 12 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| luis n vicente | 1 | 176 | 11.24 |