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Title: | Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming | Authors: | Vicente, L. N. | Issue Date: | 2000 | Citation: | Computational Optimization and Applications. 17:1 (2000) 23-35 | 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. | URI: | https://hdl.handle.net/10316/7756 | DOI: | 10.1023/A:1008774924658 | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Internacionais |
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