On the Characterization of Q-Superlinear Convergence of Quasi-Newton Interior-Point Methods for Nonlinear Programming

Abstract

In this paper we extend the well-known Boggs-Tolle-Wang characterization of Q-superlinear convergence for quasi-Newton methods for equality constrained optimization to quasi-Newton interior-point methods for nonlinear programming. Critical issues in this extension include, the choice of the centering parameter, the choice of the steplength parameter, and the determination of the primary variables.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1995
Accession Number
ADA444979

Entities

People

  • H. J. Martinez
  • Richard A. Tapia
  • Z. Parada

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Convergence
  • Information Operations
  • Mathematical Programming
  • Mathematics
  • Nonlinear Programming
  • Operations Research
  • Optimization

Fields of Study

  • Mathematics

Readers

  • Operations Research