Local convergence of the affine-scaling interior-point algorithm for nonlinear programming

被引：9

作者：

Vicente, LN ^{[1
]}

机构：

[1] Univ Coimbra, Dept Matemat, P-3001454 Coimbra, Portugal

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2000年 / 17卷 / 01期

关键词：

interior-point methods; affine scaling; local convergence; nonlinear programming;

D O I：

10.1023/A:1008774924658

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：23 / 35

页数：13

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