The role of linear objective functions in barrier methods

Mathematical Programming, Series B

Volumn 84, Issue 2, 1999, Pages 357-373

  Wright, Stephen ^a  

^a ARGONNE NATIONAL LABORATORY   (United States)

Author keywords

Logarithmic barrier function; Newton's method; Superlinear convergence

Indexed keywords

EID: 0012682817     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070050026     Document Type: Article

References (2)

1. Conn, A.R., Gould, N.I.M., Toint, P.L. (1994): A note on using alternative second-order models for the subproblems arising in barrier function methods for minimization. Numer. Math. 68, 17-33
2. Dennis, J.E., Schnabel, R.B. (1983): Numerical Methods for Unconstrained Optimization. Prentice-Hall, Englewood Cliffs, NJ