Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming |
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Authors: | LN Vicente |
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Institution: | (1) Departamento de Matemática, Universidade de Coimbra, 3001-454 Coimbra, Portugal |
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Abstract: | This paper addresses the local convergence properties of the affine-scaling interior-point algorithm for nonlinear programming. The analysis of local convergence is developed in terms of parameters that control the interior-point scheme and the size of the residual of the linear system that provides the step direction. The analysis follows the classical theory for quasi-Newton methods and addresses q-linear, q-superlinear, and q-quadratic rates of convergence. |
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Keywords: | interior-point methods affine scaling local convergence nonlinear programming |
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