Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization

DOI10.1007/s10957-013-0492-4zbMath1311.90098OpenAlexW2057741860MaRDI QIDQ462993

Gabriel Haeser, Roger Behling, Clóvis C. Gonzaga

Publication date: 23 October 2014

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-013-0492-4

zbMATH Keywords

convex programmingconvex quadratic programmingtrust region subprobleminitial pointLevenberg-Marquardtinterior pointspath following methodprimal-dual central path

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Quadratic programming (90C20) Optimality conditions and duality in mathematical programming (90C46) Interior-point methods (90C51)

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