Name
Abstract | ||
|---|---|---|
Recently an affine scaling, interior point algorithm ASL was developed for box constrained optimization problems with a single linear constraint (Gonzalez-Lima et al., SIAM J. Optim. 21:361---390, 2011 ). This note extends the algorithm to handle more general polyhedral constraints. With a line search, the resulting algorithm ASP maintains the global and R-linear convergence properties of ASL. In addition, it is shown that the unit step version of the algorithm (without line search) is locally R-linearly convergent at a nondegenerate local minimizer where the second-order sufficient optimality conditions hold. For a quadratic objective function, a sublinear convergence property is obtained without assuming either nondegeneracy or the second-order sufficient optimality conditions. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1007/s10589-013-9535-x | Computational Optimization and Applications |
Keywords | DocType | Volume |
Interior point,Affine scaling,Cyclic Barzilai-Borwein methods,CBB,Global convergence,Local convergence,Polyhedral constraints,Box and linear constraints | Journal | 59 |
Issue | ISSN | Citations |
1-2 | 0926-6003 | 1 |
PageRank | References | Authors |
0.35 | 9 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| William W. Hager | 1 | 1603 | 214.67 |
| Hongchao Zhang | 2 | 109 | 6.41 |