Local analysis of the feasible primal-dual interior-point method |
| |
Authors: | R. Silva J. Soares L. N. Vicente |
| |
Affiliation: | (1) Departamento de Matemática, Universidade de Coimbra, 3001-454 Coimbra, Portugal |
| |
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 binding inequality constraints are concave. In general, 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 |
本文献已被 SpringerLink 等数据库收录! |