Inexact Interior-Point Method

S. Bellavia
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S. Bellavia: Università di Padova

Journal of Optimization Theory and Applications, 1998, vol. 96, issue 1, No 4, 109-121

Abstract: Abstract In this paper, we introduce an inexact interior-point algorithm for a constrained system of equations. The formulation of the problem is quite general and includes nonlinear complementarity problems of various kinds. In our convergence theory, we interpret the inexact interior-point method as an inexact Newton method. This enables us to establish a global convergence theory for the proposed algorithm. Under the additional assumption of the invertibility of the Jacobian at the solution, the superlinear convergence of the iteration sequence is proved.

Keywords: Interior-point methods; constrained equations; inexact Newton methods; superlinear convergence; global convergence (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (16)

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DOI: 10.1023/A:1022663100715

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