1.5-Q-superlinear convergence of an exterior-point method for constrained optimization
Abstract We introduce and analyze an exterior-point method (EPM) for constrained optimization problems with both inequality constraints and equations. We show that under the standard second-order optimality conditions the EPM converges to the primal–dual solution with 1.5-Q-superlinear rate.
Autor*in: |
Griva, Igor [verfasserIn] |
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Format: |
Artikel |
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Sprache: |
Englisch |
Erschienen: |
2006 |
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Schlagwörter: |
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Anmerkung: |
© Springer Science+Business Media, Inc. 2006 |
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Übergeordnetes Werk: |
Enthalten in: Journal of global optimization - Springer US, 1991, 40(2006), 4 vom: 06. Dez., Seite 679-695 |
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Übergeordnetes Werk: |
volume:40 ; year:2006 ; number:4 ; day:06 ; month:12 ; pages:679-695 |
Links: |
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DOI / URN: |
10.1007/s10898-006-9117-x |
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Katalog-ID: |
OLC2030637475 |
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Abstract We introduce and analyze an exterior-point method (EPM) for constrained optimization problems with both inequality constraints and equations. We show that under the standard second-order optimality conditions the EPM converges to the primal–dual solution with 1.5-Q-superlinear rate. © Springer Science+Business Media, Inc. 2006 |
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Abstract We introduce and analyze an exterior-point method (EPM) for constrained optimization problems with both inequality constraints and equations. We show that under the standard second-order optimality conditions the EPM converges to the primal–dual solution with 1.5-Q-superlinear rate. © Springer Science+Business Media, Inc. 2006 |
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Abstract We introduce and analyze an exterior-point method (EPM) for constrained optimization problems with both inequality constraints and equations. We show that under the standard second-order optimality conditions the EPM converges to the primal–dual solution with 1.5-Q-superlinear rate. © Springer Science+Business Media, Inc. 2006 |
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