-

 

 

 




Optimization Online





 

Local Analysis of the Feasible Primal-Dual Interior-Point Method

R. Silva (renata***at***mat.uc.pt)
J. Soares (jsoares***at***mat.uc.pt)
L. N. Vicente (lnv***at***mat.uc.pt)

Abstract: In this paper we analyze the rate of local convergence of the Newton primal-dual interior-point 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 inequality constraints define a locally concave feasible region. In the nonconcave case, the q-quadratic rate is achieved provided the step in the primal variables does not become asymptotically orthogonal to any of the gradients of the binding inequality constraints.

Keywords: interior-point methods, strict feasibility, centrality, local convergence

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation:

Download: [PDF]

Entry Submitted: 03/18/2005
Entry Accepted: 03/18/2005
Entry Last Modified: 03/18/2005

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society