Inexact interior-point method

被引：57

作者：

Bellavia, S ^{[1
]}

机构：

[1] Univ Padua, Dipartimento Matemat Pura & Applicata, I-35131 Padua, Italy

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1998年 / 96卷 / 01期

关键词：

interior-point methods; constrained equations; inexact Newton methods; superlinear convergence; global convergence;

D O I：

10.1023/A:1022663100715

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we introduce an inexact interior-point algorithm for a constrained system of equations. The formulation of the problem is quite general and includes nonlinear complementarity problems of various kinds. In our convergence theory, we interpret the inexact interior-point method as an inexact Newton method. This enables us to establish a global convergence theory for the proposed algorithm. Under the additional assumption of the invertibility of the Jacobian at the solution, the superlinear convergence of the iteration sequence is proved.

引用

页码：109 / 121

页数：13

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