Inexact Interior-Point Method
Author:
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/10.1023/A:1022663100715.pdf
Reference12 articles.
1. Kojima, M., Noma, T., and Yoshise, A., Global Convergence in Infeasible-Interior-Point Algorithms, Mathematical Programming, Vol. 65, pp. 43–72, 1994.
2. Potra, F. A., and Ye, Y., Interior-Point Methods for Nonlinear Complementary Problems, Journal of Optimization Theory and Applications, Vol. 88, pp. 617–647, 1996.
3. Wright, S., and Ralph, D., A Superlinear Infeasible-Interior-Point Algorithm for Monotone Nonlinear Complementarity Problems, Mathematics of Operation Research, Vol. 21, pp. 815–838, 1996.
4. Sun, J., and Zhao, G., Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems, SIAM Journal on Optimization (to appear).
5. El-Bakry, A. S., Tapia, R. A., Tsuchiya, T., and Zhang, Y., On the Formulation and Theory of the Newton Interior-Point Method for Nonlinear Programming, Journal of Optimization Theory and Applications, Vol. 89, pp. 507–541, 1996.
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