Autor(es):
Vicente, L. N. 
Data: 2000
Identificador Persistente: http://hdl.handle.net/10316/7756
Origem: Estudo Geral - Universidade de Coimbra
Detalhes do Documento
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear ...
Descrição
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. http://dx.doi.org/10.1023/A:1008774924658
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. http://dx.doi.org/10.1023/A:1008774924658
Tipo de Documento
Artigo
Idioma Inglês
Idioma Inglês
| Financiadores do RCAAP | |||||||
|
|
|
|
|
|
||