Superlinear convergence of affine scaling interior point Newton method for linear inequality constrained minimization without strict complementarity

DOI10.1007/s10255-007-7029-2zbMath1181.90253OpenAlexW2163914411MaRDI QIDQ844047

De-Tong Zhu

Publication date: 18 January 2010

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-007-7029-2

zbMATH Keywords

strict complementarityaffine scalinginterior method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (3)

A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity ⋮ An Affine Scaling Interior Point Filter Line-Search Algorithm for Linear Inequality Constrained Minimization ⋮ An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization

Cites Work

• On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints
• A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints
• Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption
• Optimization and nonsmooth analysis
• Strongly Regular Generalized Equations
• Weakly Differentiable Functions
• Quasi-Newton Methods, Motivation and Theory
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems

This page was built for publication: Superlinear convergence of affine scaling interior point Newton method for linear inequality constrained minimization without strict complementarity