Local Convergence Analysis of a Primal–Dual Method for Bound-Constrained Optimization Without SOSC-Reference-Cited by-同舟云学术

Local Convergence Analysis of a Primal–Dual Method for Bound-Constrained Optimization Without SOSC

Published:2021-02-11 Issue:1 Volume:189 Page:96-116
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

Armand Paul^ORCID,Tran Ngoc Nguyen

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/s10957-021-01822-1.pdf

Reference37 articles.

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2. Armand, P., Benoist, J., Dussault, J.P.: Local path-following property of inexact interior methods in nonlinear programming. Comput. Optim. Appl. 52(1), 209–238 (2012). https://doi.org/10.1007/s10589-011-9406-2

3. Armand, P., Benoist, J., Orban, D.: Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming. Comput. Optim. Appl. 41(1), 1–25 (2008). https://doi.org/10.1007/s10589-007-9095-z

4. Byrd, R.H., Liu, G., Nocedal, J.: On the local behaviour of an interior point method for nonlinear programming. In: Numerical Analysis 1997 (Dundee), Pitman Research Notes in Mathematical Series, vol. 380, pp. 37–56. Longman, Harlow (1998)

5. El-Bakry, A.S., Tapia, R.A., Tsuchiya, T., Zhang, Y.: On the formulation and theory of the Newton interior-point method for nonlinear programming. J. Optim. Theory Appl. 89(3), 507–541 (1996). https://doi.org/10.1007/BF02275347