Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming
| Autor(a) principal: | |
|---|---|
| Data de Publicação: | 2000 |
| Tipo de documento: | Artigo |
| Idioma: | eng |
| Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
| DOI: | 10.1023/A:1008774924658 |
| Texto Completo: | http://hdl.handle.net/10316/7756 https://doi.org/10.1023/A:1008774924658 |
Resumo: | This paper addresses the local convergence properties of the affine-scaling interior-point algorithm for nonlinear programming. The analysis of local convergence is developed in terms of parameters that control the interior-point scheme and the size of the residual of the linear system that provides the step direction. The analysis follows the classical theory for quasi-Newton methods and addresses q-linear, q-superlinear, and q-quadratic rates of convergence. |
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Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear ProgrammingThis paper addresses the local convergence properties of the affine-scaling interior-point algorithm for nonlinear programming. The analysis of local convergence is developed in terms of parameters that control the interior-point scheme and the size of the residual of the linear system that provides the step direction. The analysis follows the classical theory for quasi-Newton methods and addresses q-linear, q-superlinear, and q-quadratic rates of convergence.2000info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/7756http://hdl.handle.net/10316/7756https://doi.org/10.1023/A:1008774924658engComputational Optimization and Applications. 17:1 (2000) 23-35Vicente, L. N.info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2021-11-09T10:28:19Zoai:estudogeral.uc.pt:10316/7756Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T21:00:45.255700Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
| dc.title.none.fl_str_mv |
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming |
| title |
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming |
| spellingShingle |
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming Vicente, L. N. Vicente, L. N. |
| title_short |
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming |
| title_full |
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming |
| title_fullStr |
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming |
| title_full_unstemmed |
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming |
| title_sort |
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming |
| author |
Vicente, L. N. |
| author_facet |
Vicente, L. N. Vicente, L. N. |
| author_role |
author |
| dc.contributor.author.fl_str_mv |
Vicente, L. N. |
| description |
This paper addresses the local convergence properties of the affine-scaling interior-point algorithm for nonlinear programming. The analysis of local convergence is developed in terms of parameters that control the interior-point scheme and the size of the residual of the linear system that provides the step direction. The analysis follows the classical theory for quasi-Newton methods and addresses q-linear, q-superlinear, and q-quadratic rates of convergence. |
| publishDate |
2000 |
| dc.date.none.fl_str_mv |
2000 |
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info:eu-repo/semantics/publishedVersion |
| dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
| format |
article |
| status_str |
publishedVersion |
| dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10316/7756 http://hdl.handle.net/10316/7756 https://doi.org/10.1023/A:1008774924658 |
| url |
http://hdl.handle.net/10316/7756 https://doi.org/10.1023/A:1008774924658 |
| dc.language.iso.fl_str_mv |
eng |
| language |
eng |
| dc.relation.none.fl_str_mv |
Computational Optimization and Applications. 17:1 (2000) 23-35 |
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info:eu-repo/semantics/openAccess |
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openAccess |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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RCAAP |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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1822239331060809729 |
| dc.identifier.doi.none.fl_str_mv |
10.1023/A:1008774924658 |