A Note on Error Estimates for some Interior Penalty Methods

Alexey F. Izmailov () and Mikhail V. Solodov ()
Additional contact information
Alexey F. Izmailov: Moscow State University
Mikhail V. Solodov: Institute de Matemática Pura e Aplicada

A chapter in Recent Advances in Optimization, 2006, pp 133-145 from Springer

Abstract: Summary We consider the interior penalty methods based on the logarithmic and inverse barriers. Under the Mangasarian-Fromovitz constraint qualification and appropriate growth conditions on the objective function, we derive computable estimates for the distance from the subproblem solution to the solution of the original problem. Some of those estimates are shown to be sharp.

Keywords: Barrier Function; Error Bound; Quadratic Growth; Strict Complementarity; Sufficient Optimality Condition (search for similar items in EconPapers)
Date: 2006
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-28258-7_9

Ordering information: This item can be ordered from
http://www.springer.com/9783540282587

DOI: 10.1007/3-540-28258-0_9

Access Statistics for this chapter

More chapters in Lecture Notes in Economics and Mathematical Systems from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().