首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Global convergence and rate of convergence of a method of centers
Authors:Ahmed Roubi
Institution:(1) Département de Mathématiques, Laboratoire Analyse Appliqueé et Optimisotion, Université de Bourgogne, BP 138, 21004 Dijon, France
Abstract:We consider a method of centers for solving constrained optimization problems. We establish its global convergence and that it converges with a linear rate when the starting point of the algorithm is feasible as well as when the starting point is infeasible. We demonstrate the effect of the scaling on the rate of convergence. We extend afterwards, the stability result of 5] to the infeasible case anf finally, we give an application to semi-infinite optimization problems.
Keywords:Method of centers  global convergence  rate of convergence  semi-infinite optimization
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号