Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems

Computational Optimization and Applications

Volumn 31, Issue 2, 2005, Pages 123-143

  Yamashita, Hiroshi ^a   Yabe, Hiroshi ^b  

^a Mathematical Systems Inc   (Japan)

^b TOKYO UNIVERSITY OF SCIENCE   (Japan)

Author keywords

Degenerate nonlinear optimization; Primal dual interior point method; Quadratic convergence

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; NONLINEAR SYSTEMS; PROBLEM SOLVING; SET THEORY;

DEGENERATE NONLINEAR OPTIMIZATION; LAGRANGIAN FUNCTIONS; PRIMAL-DUAL INTERIOR METHODS; QUADRATIC CONVERGENCE;

OPTIMIZATION;

EID: 21144436079     PISSN: 09266003     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10589-005-2177-x     Document Type: Article

References (21)

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