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Local Convergence of the Interior-Point Newton Method for General Nonlinear Programming |
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| Authors: | El-Alem M M El-Sayed S El-Sobky B |
| Institution: | (1) Department of Mathematics, Faculty of Science, University of Alexandria, Alexandria, Egypt;(2) Department of Mathematics and Computer Science, Faculty of Science, United Arab Emirates University, Al-Ain, United Arab Emirates;(3) Department of Mathematics, Faculty of Science, University of Banha, Banha, Egypt;(4) Department of Mathematics, Faculty of Science, University of Alexandria, Alexandria, Egypt |
| Abstract: | In this paper, a formulation for an interior-point Newton method of general nonlinear programming problems is presented. The formulation uses the Coleman-Li scaling matrix. The local convergence and the q-quadratic rate of convergence for the method are established under the standard assumptions of the Newton method for general nonlinear programming. |
| Keywords: | Interior-point methods local convergence Newton method Coleman-Li scaling matrix standard assumptions of Newton method nonlinear programming quadratic convergence |
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