On the superlinear convergence order of the logarithmic barrier algorithm

Computational Optimization and Applications

Volumn 19, Issue 1, 2001, Pages 31-53

  Dussault, Jean Pierre ^a   Elafia, Abdellatif ^a  

^a UNIVERSITÉ DE SHERBROOKE   (Canada)

Author keywords

Interior point methods; Logarithmic barrier; Penalty algorithms

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; EXTRAPOLATION; FUNCTIONS; LAGRANGE MULTIPLIERS; MATRIX ALGEBRA; VECTORS;

INTERIOR POINT METHODS; LOGARITHMIC BARRIER ALGORITHM; PENALTY ALGORITHMS; SUPERLINEAR CONVERGENCE ORDER;

NONLINEAR PROGRAMMING;

EID: 0035302991     PISSN: 09266003     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1011220302800     Document Type: Article

References (12)

1. Pénalités mixtes: Un algorithme superlinéairement convergent en deux étapes
2. A smooth sequential penalty function method for solving nonlinear programming problems
3. On the local behavior of an interior point method for nonlinear programming
4. Truncated-newton algorithms for large-scale unconstrained optimization
5. Numerical stability and efficiency of penalty algorithms
6. On projected newton barrier methods for linear programming and an equivalence to karmarkar's projective method
7. On the accurate determination of search directions for simple differentiable penalty functions
8. On the convergence of a sequential penalty function method for constrained minimization
9. Test examples for nonlinear programming codes
10. A new polynomial time algorithm for linear programming
11. Superlinear convergence of an interior-ppoint method for monotone variational inequalities