Local analysis of the feasible primal-dual interior-point method
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 associat...
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| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2008
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| Online Access: | http://hdl.handle.net/10316/7717 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/7717 |