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On the local behaviour of an interior point method for nonlinear programming. (English) Zbl 0902.65021
Griffiths, D. F. et al., Numerical analysis 1997. Proceedings of the 17th Dundee biennial conference, University of Dundee, GB, June 24–27, 1997. Harlow: Longman. Pitman Res. Notes Math. Ser. 380, 37-56 (1998).
Summary: We study the local convergence of a primal-dual interior point method for nonlinear programming. A linearly convergent version of this algorithm has been shown earlier to be capable of solving large and difficult non-convex problems. But for the algorithm to reach its full potential, it must converge rapidly to the solution. In this paper, we describe how to design the algorithm so that it converges superlinearly on regular problems.
For the entire collection see [Zbl 0883.00027].

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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