Q-superlinear convergence of the iterates in primal-dual interior-point methods

Authors
Citation
Fa. Potra, Q-superlinear convergence of the iterates in primal-dual interior-point methods, MATH PROGR, 91(1), 2001, pp. 99-115
Citations number
30
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Mathematics
Journal title
MATHEMATICAL PROGRAMMING
ISSN journal
0025-5610 → ACNP
Volume
91
Issue
1
Year of publication
2001
Pages
99 - 115
Database
ISI
SICI code
0025-5610(200110)91:1<99:QCOTII>2.0.ZU;2-I
Abstract
Sufficient conditions are given for the Q-superlinear convergence of the it erates produced by primal-dual interior-point methods for linear complement arity problems. It is shown that those conditions are satisfied by several well known interior-point methods. In particular it is shown that the itera tion sequences produced by the simplified predictor-corrector method of Gon zaga and Tapia, the simplified largest step method of Gonzaga and Bonnans, the LPF+ algorithm of Wright, the higher order methods of Wright and Zhang. Potra and Sheng, and Stoer, Wechs and Mizuno are Q-superlinearly convergen t.