Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming

Detalhes bibliográficos
Autor(a) principal: Vicente, Luís N.
Data de Publicação: 2002
Outros Autores: Wright, Stephen J.
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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spelling 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
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https://doi.org/10.1023/A:1019798502851
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https://doi.org/10.1023/A:1019798502851
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dc.relation.none.fl_str_mv Computational Optimization and Applications. 22:3 (2002) 311-328
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