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  • Articles: DFG German National Licenses  (3)
  • Q-subquadratic convergence  (2)
  • nonlinear programming  (1)
  • 1
    Electronic Resource
    Electronic Resource
    An infeasible-interior-point algorithm for linear complementarity problems (1994)
    Springer
    Mathematical programming 67 (1994), S. 29-51 
    Details
    ISSN: 1436-4646
    Keywords: Infeasible-interior-point methods ; Linear complementarity problems ; Q-subquadratic convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We modify the algorithm of Zhang to obtain anO(n2L) infeasible-interior-point algorithm for monotone linear complementarity problems that has an asymptoticQ-subquadratic convergence rate. The algorithm requires the solution of at most two linear systems with the same coefficient matrix at each iteration.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01582211
    Library Location Call Number Volume/Issue/Year Availability
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    Paper (German National Licenses)
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  • 2
    Electronic Resource
    Electronic Resource
    A path-following interior-point algorithm for linear and quadratic problems (1996)
    Springer
    Annals of operations research 62 (1996), S. 103-130 
    Details
    ISSN: 1572-9338
    Keywords: Path-following interior-point methods ; linear complementarity problems ; Q-subquadratic convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We describe an algorithm for the monotone linear complementarity problem (LCP) that converges from any positive, not necessarily feasible, starting point and exhibits polynomial complexity if some additional assumptions are made on the starting point. If the problem has a strictly complementarity solution, the method converges subquadratically. We show that the algorithm and its convergence properties extend readily to the mixed monotone linear complementarity problem and, hence, to all the usual formulations of the linear programming and convex quadratic programming problems.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF02206813
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    Paper (German National Licenses)
    Fulltext
  • 3
    Electronic Resource
    Electronic Resource
    Superlinear Convergence of a Stabilized SQP Method to a Degenerate Solution (1998)
    Springer
    Computational optimization and applications 11 (1998), S. 253-275 
    Details
    ISSN: 1573-2894
    Keywords: nonlinear programming ; sequential quadratic programming ; degenerate solutions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We describe a slight modification of the well-known sequential quadratic programming method for nonlinear programming that attains superlinear convergence to a primal-dual solution even when the Jacobian of the active constraints is rank deficient at the solution. We show that rapid convergence occurs even in the presence of the roundoff errors that are introduced when the algorithm is implemented in floating-point arithmetic.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1018665102534
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    Paper (German National Licenses)
    Fulltext
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