Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming
Autor(a) principal: | |
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Data de Publicação: | 2002 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10316/7754 https://doi.org/10.1023/A:1019798502851 |
Resumo: | In recent work, the local convergence behavior of path-following interior-point methods and sequential quadratic programming methods for nonlinear programming has been investigated for the case in which the assumption of linear independence of the active constraint gradients at the solution is replaced by the weaker Mangasarian–Fromovitz constraint qualification. In this paper, we describe a stabilization of the primal-dual interior-point approach that ensures rapid local convergence under these conditions without enforcing the usual centrality condition associated with path-following methods. The stabilization takes the form of perturbations to the coefficient matrix in the step equations that vanish as the iterates converge to the solution. |
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Local Convergence of a Primal-Dual Method for Degenerate Nonlinear ProgrammingIn recent work, the local convergence behavior of path-following interior-point methods and sequential quadratic programming methods for nonlinear programming has been investigated for the case in which the assumption of linear independence of the active constraint gradients at the solution is replaced by the weaker Mangasarian–Fromovitz constraint qualification. In this paper, we describe a stabilization of the primal-dual interior-point approach that ensures rapid local convergence under these conditions without enforcing the usual centrality condition associated with path-following methods. The stabilization takes the form of perturbations to the coefficient matrix in the step equations that vanish as the iterates converge to the solution.2002info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/7754http://hdl.handle.net/10316/7754https://doi.org/10.1023/A:1019798502851engComputational Optimization and Applications. 22:3 (2002) 311-328Vicente, Luís N.Wright, Stephen J.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:RCAAP2021-11-09T10:31:32Zoai:estudogeral.uc.pt:10316/7754Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T21:00:43.724265Repositório 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 a Primal-Dual Method for Degenerate Nonlinear Programming |
title |
Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming |
spellingShingle |
Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming Vicente, Luís N. |
title_short |
Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming |
title_full |
Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming |
title_fullStr |
Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming |
title_full_unstemmed |
Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming |
title_sort |
Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming |
author |
Vicente, Luís N. |
author_facet |
Vicente, Luís N. Wright, Stephen J. |
author_role |
author |
author2 |
Wright, Stephen J. |
author2_role |
author |
dc.contributor.author.fl_str_mv |
Vicente, Luís N. Wright, Stephen J. |
description |
In recent work, the local convergence behavior of path-following interior-point methods and sequential quadratic programming methods for nonlinear programming has been investigated for the case in which the assumption of linear independence of the active constraint gradients at the solution is replaced by the weaker Mangasarian–Fromovitz constraint qualification. In this paper, we describe a stabilization of the primal-dual interior-point approach that ensures rapid local convergence under these conditions without enforcing the usual centrality condition associated with path-following methods. The stabilization takes the form of perturbations to the coefficient matrix in the step equations that vanish as the iterates converge to the solution. |
publishDate |
2002 |
dc.date.none.fl_str_mv |
2002 |
dc.type.status.fl_str_mv |
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/10316/7754 http://hdl.handle.net/10316/7754 https://doi.org/10.1023/A:1019798502851 |
url |
http://hdl.handle.net/10316/7754 https://doi.org/10.1023/A:1019798502851 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
Computational Optimization and Applications. 22:3 (2002) 311-328 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
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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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