Inexact Interior-Point Method

被引：0
|
作者：
S. Bellavia
机构：
[1] Università di Padova,Dipartimento di Matematica Pura ed Applicata
来源：
Journal of Optimization Theory and Applications | 1998年 / 96卷
关键词：
Interior-point methods; constrained equations; inexact Newton methods; superlinear convergence; global convergence;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we introduce an inexact interior-point algorithm for a constrained system of equations. The formulation of the problem is quite general and includes nonlinear complementarity problems of various kinds. In our convergence theory, we interpret the inexact interior-point method as an inexact Newton method. This enables us to establish a global convergence theory for the proposed algorithm. Under the additional assumption of the invertibility of the Jacobian at the solution, the superlinear convergence of the iteration sequence is proved.
引用
收藏
页码：109 / 121
页数：12
相关论文
共 50 条
  • [41] AN INTERIOR-POINT METHOD FOR FRACTIONAL PROGRAMS WITH CONVEX CONSTRAINTS
    FREUND, RW
    JARRE, F
    MATHEMATICAL PROGRAMMING, 1994, 67 (03) : 407 - 440
  • [42] An interior-point method for approximate positive semidefinite completions
    Johnson, CR
    Kroschel, B
    Wolkowicz, H
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 1998, 9 (02) : 175 - 190
  • [43] Application of the interior-point method to shakedown analysis of pavements
    Nguyen, An Danh
    Hachemi, Abdelkader
    Weichert, Dieter
    INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 2008, 75 (04) : 414 - 439
  • [44] An Interior-Point Method for Approximate Positive Semidefinite Completions
    Charles R. Johnson
    Brenda Kroschel
    Henry Wolkowicz
    Computational Optimization and Applications, 1998, 9 : 175 - 190
  • [45] INTERIOR-POINT EVALUATION IN THE BOUNDARY-ELEMENT METHOD
    ZHAO, C
    AILOR, M
    GRAY, LJ
    ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS, 1994, 13 (02) : 201 - 208
  • [46] A PRACTICAL INTERIOR-POINT METHOD FOR CONVEX-PROGRAMMING
    JARRE, F
    SAUNDERS, MA
    SIAM JOURNAL ON OPTIMIZATION, 1995, 5 (01) : 149 - 171
  • [47] The Stability of Interior-point Algorithms
    Fan, Guanghui
    Liu, Aijing
    Cheng, Xuehan
    PROCEEDINGS OF THE THIRD INTERNATIONAL WORKSHOP ON APPLIED MATRIX THEORY, 2009, : 38 - 40
  • [48] An inexact interior point method for optimization of differential algebraic systems
    Klintberg, Emil
    Gros, Sebastien
    COMPUTERS & CHEMICAL ENGINEERING, 2016, 92 : 163 - 171
  • [49] An inexact interior point proximal method for the variational inequality problem
    Burachik, Regina S.
    Lopes, Jurandir O.
    Da Silva, Geci J. P.
    COMPUTATIONAL & APPLIED MATHEMATICS, 2009, 28 (01): : 15 - 36
  • [50] Analysis of interior-point paths
    Stoer, J.
    JOURNAL OF RESEARCH OF THE NATIONAL INSTITUTE OF STANDARDS AND TECHNOLOGY, 2006, 111 (02) : 135 - 141
12345