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.
An Inexact Interior Point method / S. BELLAVIA. - In: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. - ISSN 0022-3239. - STAMPA. - 96:(1998), pp. 109-121. [10.1023/A:102266310071]
An Inexact Interior Point method
BELLAVIA, STEFANIA
1998
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.I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.