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Local Convergence of the Interior-Point Newton Method for General Nonlinear Programming

M. M. El-Alem, S. El-Sayed and B. El-Sobky
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M. M. El-Alem: University of Alexandria
S. El-Sayed: University of Banha
B. El-Sobky: University of Alexandria

Journal of Optimization Theory and Applications, 2004, vol. 120, issue 3, No 2, 487-502

Abstract: Abstract In this paper, a formulation for an interior-point Newton method of general nonlinear programming problems is presented. The formulation uses the Coleman-Li scaling matrix. The local convergence and the q-quadratic rate of convergence for the method are established under the standard assumptions of the Newton method for general nonlinear programming.

Keywords: Interior-point methods; local convergence; Newton method; Coleman-Li scaling matrix; standard assumptions of Newton method; nonlinear programming; quadratic convergence (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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DOI: 10.1023/B:JOTA.0000025707.93792.be

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