Local convergence of the interior-point Newton method for general nonlinear programming

DOI10.1023/B:JOTA.0000025707.93792.bezbMath1136.90510MaRDI QIDQ704733

Salah M. El-Sayed, Bothina El-Sobky, Mahmoud M. El-Alem

Publication date: 19 January 2005

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

zbMATH Keywords

quadratic convergencenonlinear programmingNewton methodInterior-point methodslocal convergenceColeman-Li scaling matrixstandard assumptions of Newton method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Interior-point methods (90C51)

Related Items (2)

An interior-point penalty active-set trust-region algorithm ⋮ A nonlinear interval portfolio selection model and its application in banks

Uses Software

• TRICE

Cites Work

• Unnamed Item
• Unnamed Item
• On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
• Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
• On the characterization of \(Q\)-superlinear convergence of quasi-Newton interior-point methods for nonlinear programming
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems
• Superlinear Convergence of Affine-Scaling Interior-Point Newton Methods for Infinite-Dimensional Nonlinear Problems with Pointwise Bounds
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• A trust region method based on interior point techniques for nonlinear programming.

This page was built for publication: Local convergence of the interior-point Newton method for general nonlinear programming