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.
Gespeichert in:
| Autor*in: |
Griva, Igor [verfasserIn] Polyak, Roman A. [verfasserIn] |
|---|
| Format: |
E-Artikel |
|---|---|
| Sprache: |
Englisch |
| Erschienen: |
2006 |
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| Schlagwörter: |
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| Übergeordnetes Werk: |
Enthalten in: Journal of global optimization - Dordrecht [u.a.] : Springer Science + Business Media B.V, 1991, 40(2006), 4 vom: 06. Dez., Seite 679-695 |
|---|---|
| Übergeordnetes Werk: |
volume:40 ; year:2006 ; number:4 ; day:06 ; month:12 ; pages:679-695 |
| Links: |
|---|
| DOI / URN: |
10.1007/s10898-006-9117-x |
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| Katalog-ID: |
SPR014448645 |
|---|
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| 520 | |a 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. | ||
| 650 | 4 | |a Nonlinear rescaling |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Augmented Lagrangian |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a duality |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Primal-dual |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Multipliers method |7 (dpeaa)DE-He213 | |
| 700 | 1 | |a Polyak, Roman A. |e verfasserin |4 aut | |
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10.1007/s10898-006-9117-x doi (DE-627)SPR014448645 (SPR)s10898-006-9117-x-e DE-627 ger DE-627 rakwb eng 510 ASE 31.00 bkl 83.00 bkl 85.00 bkl Griva, Igor verfasserin aut 1.5-Q-superlinear convergence of an exterior-point method for constrained optimization 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Nonlinear rescaling (dpeaa)DE-He213 Augmented Lagrangian (dpeaa)DE-He213 duality (dpeaa)DE-He213 Primal-dual (dpeaa)DE-He213 Multipliers method (dpeaa)DE-He213 Polyak, Roman A. verfasserin aut Enthalten in Journal of global optimization Dordrecht [u.a.] : Springer Science + Business Media B.V, 1991 40(2006), 4 vom: 06. Dez., Seite 679-695 (DE-627)266882196 (DE-600)1468063-4 1573-2916 nnns volume:40 year:2006 number:4 day:06 month:12 pages:679-695 https://dx.doi.org/10.1007/s10898-006-9117-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.00 ASE 83.00 ASE 85.00 ASE AR 40 2006 4 06 12 679-695 |
| spelling |
10.1007/s10898-006-9117-x doi (DE-627)SPR014448645 (SPR)s10898-006-9117-x-e DE-627 ger DE-627 rakwb eng 510 ASE 31.00 bkl 83.00 bkl 85.00 bkl Griva, Igor verfasserin aut 1.5-Q-superlinear convergence of an exterior-point method for constrained optimization 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Nonlinear rescaling (dpeaa)DE-He213 Augmented Lagrangian (dpeaa)DE-He213 duality (dpeaa)DE-He213 Primal-dual (dpeaa)DE-He213 Multipliers method (dpeaa)DE-He213 Polyak, Roman A. verfasserin aut Enthalten in Journal of global optimization Dordrecht [u.a.] : Springer Science + Business Media B.V, 1991 40(2006), 4 vom: 06. Dez., Seite 679-695 (DE-627)266882196 (DE-600)1468063-4 1573-2916 nnns volume:40 year:2006 number:4 day:06 month:12 pages:679-695 https://dx.doi.org/10.1007/s10898-006-9117-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.00 ASE 83.00 ASE 85.00 ASE AR 40 2006 4 06 12 679-695 |
| allfields_unstemmed |
10.1007/s10898-006-9117-x doi (DE-627)SPR014448645 (SPR)s10898-006-9117-x-e DE-627 ger DE-627 rakwb eng 510 ASE 31.00 bkl 83.00 bkl 85.00 bkl Griva, Igor verfasserin aut 1.5-Q-superlinear convergence of an exterior-point method for constrained optimization 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Nonlinear rescaling (dpeaa)DE-He213 Augmented Lagrangian (dpeaa)DE-He213 duality (dpeaa)DE-He213 Primal-dual (dpeaa)DE-He213 Multipliers method (dpeaa)DE-He213 Polyak, Roman A. verfasserin aut Enthalten in Journal of global optimization Dordrecht [u.a.] : Springer Science + Business Media B.V, 1991 40(2006), 4 vom: 06. Dez., Seite 679-695 (DE-627)266882196 (DE-600)1468063-4 1573-2916 nnns volume:40 year:2006 number:4 day:06 month:12 pages:679-695 https://dx.doi.org/10.1007/s10898-006-9117-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.00 ASE 83.00 ASE 85.00 ASE AR 40 2006 4 06 12 679-695 |
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10.1007/s10898-006-9117-x doi (DE-627)SPR014448645 (SPR)s10898-006-9117-x-e DE-627 ger DE-627 rakwb eng 510 ASE 31.00 bkl 83.00 bkl 85.00 bkl Griva, Igor verfasserin aut 1.5-Q-superlinear convergence of an exterior-point method for constrained optimization 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Nonlinear rescaling (dpeaa)DE-He213 Augmented Lagrangian (dpeaa)DE-He213 duality (dpeaa)DE-He213 Primal-dual (dpeaa)DE-He213 Multipliers method (dpeaa)DE-He213 Polyak, Roman A. verfasserin aut Enthalten in Journal of global optimization Dordrecht [u.a.] : Springer Science + Business Media B.V, 1991 40(2006), 4 vom: 06. Dez., Seite 679-695 (DE-627)266882196 (DE-600)1468063-4 1573-2916 nnns volume:40 year:2006 number:4 day:06 month:12 pages:679-695 https://dx.doi.org/10.1007/s10898-006-9117-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.00 ASE 83.00 ASE 85.00 ASE AR 40 2006 4 06 12 679-695 |
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10.1007/s10898-006-9117-x doi (DE-627)SPR014448645 (SPR)s10898-006-9117-x-e DE-627 ger DE-627 rakwb eng 510 ASE 31.00 bkl 83.00 bkl 85.00 bkl Griva, Igor verfasserin aut 1.5-Q-superlinear convergence of an exterior-point method for constrained optimization 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier 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. Nonlinear rescaling (dpeaa)DE-He213 Augmented Lagrangian (dpeaa)DE-He213 duality (dpeaa)DE-He213 Primal-dual (dpeaa)DE-He213 Multipliers method (dpeaa)DE-He213 Polyak, Roman A. verfasserin aut Enthalten in Journal of global optimization Dordrecht [u.a.] : Springer Science + Business Media B.V, 1991 40(2006), 4 vom: 06. Dez., Seite 679-695 (DE-627)266882196 (DE-600)1468063-4 1573-2916 nnns volume:40 year:2006 number:4 day:06 month:12 pages:679-695 https://dx.doi.org/10.1007/s10898-006-9117-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.00 ASE 83.00 ASE 85.00 ASE AR 40 2006 4 06 12 679-695 |
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English |
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Enthalten in Journal of global optimization 40(2006), 4 vom: 06. Dez., Seite 679-695 volume:40 year:2006 number:4 day:06 month:12 pages:679-695 |
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Enthalten in Journal of global optimization 40(2006), 4 vom: 06. Dez., Seite 679-695 volume:40 year:2006 number:4 day:06 month:12 pages:679-695 |
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Nonlinear rescaling Augmented Lagrangian duality Primal-dual Multipliers method |
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Griva, Igor @@aut@@ Polyak, Roman A. @@aut@@ |
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Griva, Igor |
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Griva, Igor ddc 510 bkl 31.00 bkl 83.00 bkl 85.00 misc Nonlinear rescaling misc Augmented Lagrangian misc duality misc Primal-dual misc Multipliers method 1.5-Q-superlinear convergence of an exterior-point method for constrained optimization |
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510 ASE 31.00 bkl 83.00 bkl 85.00 bkl 1.5-Q-superlinear convergence of an exterior-point method for constrained optimization Nonlinear rescaling (dpeaa)DE-He213 Augmented Lagrangian (dpeaa)DE-He213 duality (dpeaa)DE-He213 Primal-dual (dpeaa)DE-He213 Multipliers method (dpeaa)DE-He213 |
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1.5-q-superlinear convergence of an exterior-point method for constrained optimization |
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1.5-Q-superlinear convergence of an exterior-point method for constrained optimization |
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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. |
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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. |
| abstract_unstemmed |
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. |
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1.5-Q-superlinear convergence of an exterior-point method for constrained optimization |
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