Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming.

Luís Nunes Vicente Stephen J. Wright

Published in: Comput. Optim. Appl. (2002)

Keyphrases

nonlinear programming
linear programming
convergence rate
primal dual
interior point algorithm
optimization problems
objective function
cost function
computational complexity
pairwise
special case
sufficient conditions
sensitivity analysis
approximation algorithms
variational inequalities
semidefinite programming