Open Access
January 2003 Local convergence properties of primal-dual interior point methods based on the shifted barrier KKT conditions for nonlinear optimization
Hiroshi Yabe, Hiroshi Yamashita
Author Affiliations +
SUT J. Math. 39(1): 85-104 (January 2003). DOI: 10.55937/sut/1059541456

Abstract

In this paper, we consider the shifted barrier KKT conditions for nonlinear optimization. We propose a primal-dual interior point method based on these conditions. By choosing suitable parameters used in our method, we prove local and q-quadratic convergence of the Newton interior point method, and local and q-superlinear convergence of the quasi-Newton interior point method.

Acknowledgments

The authors appreciate the valuable comments from an anonymous referee.

Citation

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Hiroshi Yabe. Hiroshi Yamashita. "Local convergence properties of primal-dual interior point methods based on the shifted barrier KKT conditions for nonlinear optimization." SUT J. Math. 39 (1) 85 - 104, January 2003. https://doi.org/10.55937/sut/1059541456

Information

Received: 18 April 2003; Revised: 8 June 2003; Published: January 2003
First available in Project Euclid: 18 June 2022

Digital Object Identifier: 10.55937/sut/1059541456

Subjects:
Primary: 90C30 , 90C51 , 90C53

Keywords: constrained optimization , local convergence property , primal-dual interior point method

Rights: Copyright © 2003 Tokyo University of Science

Vol.39 • No. 1 • January 2003
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