Name
Title | ||
|---|---|---|
1.5-Q-superlinear convergence of an exterior-point method for constrained optimization |
Abstract | ||
|---|---|---|
We introduce and analyze an exterior-point method (EPM) for constrained optimization problems with both inequality constraints and equations. We show that under the standard second-order optimality conditions the EPM converges to the primal---dual solution with 1.5-Q-superlinear rate. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1007/s10898-006-9117-x | J. Global Optimization |
Keywords | Field | DocType |
Nonlinear rescaling,Augmented Lagrangian,duality,Primal-dual,Multipliers method | Superlinear convergence,Mathematical optimization,Mathematical analysis,Augmented Lagrangian method,Duality (optimization),Lagrangian relaxation,Constrained optimization problem,Mathematics,Constrained optimization | Journal |
Volume | Issue | ISSN |
40 | 4 | 0925-5001 |
Citations | PageRank | References |
4 | 0.42 | 7 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Igor Griva | 1 | 44 | 5.13 |
| Roman A. Polyak | 2 | 211 | 52.70 |