Superlinear and quadratic convergence of some primal-dual interior point methods for constrained optimization.
Hiroshi YamashitaHiroshi YabePublished in: Math. Program. (1996)
Keyphrases
- interior point methods
- constrained optimization
- primal dual
- convergence rate
- objective function
- linear programming
- semidefinite
- inequality constraints
- linear program
- convex optimization
- line search
- interior point algorithm
- linear programming problems
- semidefinite programming
- convex programming
- interior point
- constrained optimization problems
- convex functions
- simplex algorithm
- global convergence
- approximation algorithms
- variational inequalities
- penalty function
- simplex method
- quadratic programming
- augmented lagrangian
- multi objective
- quadratic program
- computational complexity
- feasible solution
- optimal solution