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Volumn 25, Issue 2, 2000, Pages 179-194

Superlinear convergence of an interior-point method despite dependent constraints

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; MATRIX ALGEBRA; VARIATIONAL TECHNIQUES;

EID: 0034187335     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.25.2.179.12227     Document Type: Article
Times cited : (23)

References (15)
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    • Modified Wilson's method for nonlinear programs with nonunique multipliers
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    • Fischer, A.1
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    • Stabilized sequential quadratic programming
    • Hager, W. W. 1999. Stabilized sequential quadratic programming. Comput. Optim. Appl 12 253-273.
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    • Hager, W.W.1
  • 5
    • 0344704362 scopus 로고
    • Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
    • Harker, P. T., J.-S. Pang. 1990. Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications. Math. Programming 48 161-220.
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    • Harker, P.T.1    Pang, J.-S.2
  • 6
    • 0028436629 scopus 로고
    • Local convergence of interior-point algorithms for degenerate monotone LCP
    • Monterio, R. D. C., S. J. Wright. 1994. Local convergence of interior-point algorithms for degenerate monotone LCP. Comput. Optim. Appl. 3 131-155.
    • (1994) Comput. Optim. Appl. , vol.3 , pp. 131-155
    • Monterio, R.D.C.1    Wright, S.J.2
  • 7
    • 0031281720 scopus 로고    scopus 로고
    • On superlinear convergence of infeasible-interior-point algorithms for linear constrained convex programs
    • _, F. Zhou. 1997. On superlinear convergence of infeasible-interior-point algorithms for linear constrained convex programs. Comput. Optim. Appl. 8 245-262.
    • (1997) Comput. Optim. Appl. , vol.8 , pp. 245-262
    • Zhou, F.1
  • 8
    • 0013104606 scopus 로고
    • Convergence of splitting and Newton methods for complementarity problems: An application of some sensitivity results
    • Pang, J.-S. 1993. Convergence of splitting and Newton methods for complementarity problems: An application of some sensitivity results. Math. Programming 58 149-160.
    • (1993) Math. Programming , vol.58 , pp. 149-160
    • Pang, J.-S.1
  • 10
    • 0002893535 scopus 로고    scopus 로고
    • Superlinear convergence of an interior-point method for monotone variational inequalities
    • M. C. Ferris, J. Pang, eds. SIAM Publications, Philadelphia, PA
    • Ralph, D., S. J. Wright. 1997. Superlinear convergence of an interior-point method for monotone variational inequalities. In M. C. Ferris, J. Pang, eds. Complementarity and Variantional Problems: State of the Art, SIAM Publications, Philadelphia, PA. 345-385.
    • (1997) Complementarity and Variantional Problems: State of the Art , pp. 345-385
    • Ralph, D.1    Wright, S.J.2
  • 11
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    • A path-following interior-point algorithm for linear and quadratic optimization problems
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.