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SIAM Journal on Optimization
Article . 1993 . Peer-reviewed
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Article . 1993
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On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems

On the superlinear convergence of interior-point algorithms for a general class of problems
Authors: Yin Zhang 0010; Richard A. Tapia; Florian A. Potra;

On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems

Abstract

Summary: The authors extend the \(Q\)-superlinear convergence theory recently developed by \textit{Y. Zhang}, \textit{R. A. Tapia} and \textit{J. E. Dennis} [SIAM J. Optim. 2, No. 2, 304-324 (1992; Zbl 0763.90066)] for a class of interior-point linear programming algorithms to similar interior-point algorithms for quadratic programming and for linear complementarity problems. This unified approach consists of viewing all these algorithms as a damped Newton method applied to perturbations of a general problem. A set of sufficient conditions for these algorithms to achieve \(Q\)- superlinear convergence is established. The key ingredients consist of asymptotically taking the step to the boundary of the positive orthant and letting the centering parameter approach zero at a specific rate. The construction of algorithms that have both the global property of polynomiality and the local property of superlinear convergence will be the subject of further research.

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Keywords

Numerical mathematical programming methods, \(Q\)-superlinear convergence theory, Linear programming, Computational methods for problems pertaining to operations research and mathematical programming, interior-point linear programming algorithms, quadratic programming, damped Newton method, Quadratic programming, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), linear complementarity

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
24
Average
Top 10%
Top 10%
bronze