Utilize este identificador para referenciar este registo:
https://hdl.handle.net/10316/7717
Título: | Local analysis of the feasible primal-dual interior-point method | Autor: | Silva, R. Soares, J. Vicente, L. |
Data: | 2008 | Citação: | Computational Optimization and Applications. 40:1 (2008) 41-57 | Resumo: | 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. Some preliminary numerical experience showed that the feasible method can be implemented in a relatively efficient way, requiring a reduced number of function and derivative evaluations. Moreover, the feasible method is competitive with the classical infeasible primal-dual interior-point method in terms of number of iterations and robustness. | URI: | https://hdl.handle.net/10316/7717 | DOI: | 10.1007/s10589-007-9075-3 | Direitos: | openAccess |
Aparece nas coleções: | FCTUC Matemática - Artigos em Revistas Internacionais |
Mostrar registo em formato completo
Citações SCOPUSTM
2
Visto em 22/abr/2024
Citações WEB OF SCIENCETM
10
2
Visto em 2/abr/2024
Visualizações de página
312
Visto em 16/abr/2024
Downloads 5
2.393
Visto em 16/abr/2024
Google ScholarTM
Verificar
Altmetric
Altmetric
Todos os registos no repositório estão protegidos por leis de copyright, com todos os direitos reservados.