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- W2809572858 abstract "In this work, we first study in detail the formulation of the primal-dual interior-point method for linear programming. We show that, contrary to popular belief, it cannot be viewed.as a damped Newton method applied to the Karush-Kuhn-Tucker conditions for the loga- rithmic barrier function problem. Next, we extend the formulation to general nonlinear programming, and then validate this extension by demonstrating that this algorithm can be implemented so that it is locally and Q-quadratically convergent under only the standard Newton method assumptions. We also establish a global convergence theory for this algorithm and include promising numerical experimentation." @default.
- W2809572858 created "2018-06-29" @default.
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- W2809572858 date "1995-04-01" @default.
- W2809572858 modified "2023-09-26" @default.
- W2809572858 title "On the Formulation and Theory of the Newton Interior-Point Method for Nonlinear Programming" @default.
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- W2809572858 doi "https://doi.org/10.21236/ada453865" @default.
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