Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming

Author:

Armand Paul,Benoist Joël,Orban Dominique

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference21 articles.

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2. Byrd, R.H., Liu, G., Nocedal, J.: On the local behavior of an interior point method for nonlinear programming. In: Griffiths, D.F., Higham, D.J. (eds.) Numerical Analysis 1997, pp. 37–56. Addison Wesley Longman (1997). Proceedings of the Dundee 1997 Conference on Numerical Analysis

3. Dolan, E., Moré, J.J.: Benchmarking optimization software with performance profiles. Math. Program. Ser. B 91, 201–213 (2002)

4. Dolan, E.D., Moré, J.J., Munson, T.S.: Benchmarking optimization software with COPS 3.0. Technical Report ANL/MCS-273, Argonne National Laboratory (2004)

5. Dussault, J.-P.: Numerical stability and efficiency of penalty algorithms. SIAM J. Numer. Anal. 32(1), 296–317 (1995)

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