Local analysis of the feasible primal-dual interior-point method
نویسندگان
چکیده
منابع مشابه
Local analysis of the feasible primal-dual interior-point method
In this paper we analyze the rate of local convergence of the Newton primal-dual interiorpoint method when the iterates are kept strictly feasible with respect to the inequality constraints. It is shown under the classical conditions that the rate is q–quadratic when the functions associated to the binding inequality constraints are concave. In general, the q–quadratic rate is achieved provided...
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3. page 13, lines 12–13: Insert a phrase to stress that we consider only monotone LCP in this book, though the qualifier ”monotone” is often omitted. Replace the sentence preceding the formula (1.21) by The monotone LCP—the qualifier ”monotone” is implicit throughout this book—is the problem of finding vectors x and s in I R that satisfy the following conditions: 4. page 13, line −12: delete “o...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2007
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-007-9075-3