Superlinear Convergence of an Interior-Point Method Despite Dependent Constraints

DOI10.1287/moor.25.2.179.12227zbMath0977.90082OpenAlexW2099438132MaRDI QIDQ2757630

Stephen J. Wright, Daniel Ralph

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.25.2.179.12227

zbMATH Keywords

interior-point methodsuperlinear convergencemonotone variational inequalities

Mathematics Subject Classification ID

Interior-point methods (90C51)

Related Items (10)

A stabilized filter SQP algorithm for nonlinear programming ⋮ A globally convergent regularized interior point method for constrained optimization ⋮ A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming ⋮ Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions ⋮ Numerically efficient and robust Interior-point algorithm for finite strain rate-independent crystal plasticity ⋮ Newton-type methods for constrained optimization with nonregular constraints ⋮ Portfolio optimization with entropic value-at-risk ⋮ Unnamed Item ⋮ Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it ⋮ Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems

This page was built for publication: Superlinear Convergence of an Interior-Point Method Despite Dependent Constraints