Author(s):
Vicente, L. N. 
Date: 2000
Persistent ID: http://hdl.handle.net/10316/7756
Origin: Estudo Geral - Universidade de Coimbra
Document details
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear ...
Description
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
Document Type
Article
Language English
Language English
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