Improved asymptotic analysis for SUMT methods

2011 Federated Conference on Computer Science and Information Systems, FedCSIS 2011

Volumn , Issue , 2011, Pages 247-253

  Dussault, Jean Pierre ^a  

^a UNIVERSITÉ DE SHERBROOKE   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC CONVERGENCE; CENTRAL PATH; CHEBYSHEV; CONVERGENCE PROPERTIES; FIRST ORDER; HIGH ORDER; HIGHER ORDER; NEWTON'S METHODS; PATH FOLLOWING; PREDICTOR-CORRECTOR SCHEMES; QUADRATIC LOSS; SECOND ORDERS; SEQUENTIAL UNCONSTRAINED MINIMIZATION TECHNIQUES; SUB-PROBLEMS; THIRD ORDER METHODS;

ASYMPTOTIC ANALYSIS; COMPUTER SCIENCE; INFORMATION SYSTEMS; LINEAR SYSTEMS; NEWTON-RAPHSON METHOD;

EXTRAPOLATION;

EID: 83155190312     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (6)

1. Jean-Pierre Dussault. Numerical stability and efficiency of penalty algorithms. S.I.A.M. Journal on Numerical Analysis, 32(1):296-317, February 1995.
2. Jean-Pierre Dussault. Augmented penalty algorithms. IMA Journal on Numerical Analysis, 18:355-372, 1998.
3. Jean-Pierre Dussault. High order Newton-penalty algorithms. Journal of computational and applied mathematics, 182(1):117-133, oct 2005.
4. Jean-Pierre Dussault and Abdelatif Elafia. On the convergence rate of the logarithmic barrier algorithm. Computational Optimization and Applications, 19(1):31-54, apr 2001.
5. Antony V. Fiacco and Garth P. McCormick. Nonlinear Programming: Sequential Unconstrained Minimization Techniques. S.I.A.M., 1990.
6. Sanjay Mehrotra. Asymptotic convergence in a generalized predictor-corrector method. Math. Program., 74(1):11-28, 1996.