See this document in CiteSeerX!

A Convergent Infeasible Interior-Point Trust-Region Method For Constrained Minimization (1999)  (Make Corrections)  (1 citation)
Paul Tseng



  Home/Search   Context   Related

 
View or download:
washington.edu/pub/tseng/p...ipnlp.ps.Z
Cached:  PS.gz  PS  PDF   Image  Update  Help

From:  washington.edu/~tseng/papers (more)
(Enter author homepages)

Rate this article: (best)
  Comment on this article  
(Enter summary)

Abstract: We study an infeasible interior-point trust-region method for constrained minimization. This method uses a logarithmic-barrier function for the slack variables and updates the slack variables using second-order correction. We show that if a certain set containing the iterates is bounded and the origin is not in the convex hull of the nearly active constraint gradients everywhere on this set, then any cluster point of the iterates is a 1st-order stationary point. If the cluster point satisfies... (Update)

Cited by:   More
Interior-Point l_2-Penalty Methods for Nonlinear Programming.. - Chen, Goldfarb (2004)   (Correct)

Active bibliography (related documents):   More   All
0.7:   Design Issues in Algorithms for Large Scale Nonlinear Programming - Liu (1999)   (Correct)
0.6:   An Interior Point Algorithm for Large Scale Nonlinear.. - Byrd, Hribar, Nocedal (1998)   (Correct)
0.6:   A Primal-Dual Interior Point Algorithm With an Exact and.. - Akrotirianakis, Rustem (1999)   (Correct)

Similar documents based on text:   More   All
0.2:   Convergence and Error Bound for Perturbation of Linear Programs - Tseng (1998)   (Correct)
0.1:   Potential Slack: An Effective Metric of Combinational.. - Chen, Yang, Sarrafzadeh (2000)   (Correct)
0.1:   Two Methods Based on the D-Gap Function for Solving Monotone.. - Solodov, Tseng (1999)   (Correct)

Related documents from co-citation:   More   All
2:   Watson Research Center (context) - Paterson, Wegman et al. - 1976

BibTeX entry:   (Update)

P. Tseng, Convergent infeasible interior-point trust-region methods for constrained minimization, SIAM J. Optim., to appear. http://citeseer.ist.psu.edu/tseng99convergent.html   More

@techreport{ tseng99convergent,
    author = "P. Tseng",
    title = "A convergent infeasible interior-point trust-region method for constrained minimization",
    address = "Seattle, WA",
    year = "1999",
    url = "citeseer.ist.psu.edu/tseng99convergent.html" }
Citations (may not include all citations):
307   Interior Point Polynomial Methods in Convex Programming: The.. (context) - Nesterov, Nemirovskii - 1993
276   Semidefinite programming - Vandenberghe, Boyd - 1996
230   Interior point methods in semidefinite programming with appl.. - Alizadeh - 1995
186   Primal-Dual Interior-Point Methods (context) - Wright - 1997
101   Test Examples for Nonlinear Programming Codes (context) - Hock, Schittkowski - 1981
64   An interior-point algorithm for nonconvex nonlinear programm.. - Vanderbei, Shanno - 1997
60   An interior point algorithm for largescale nonlinear program.. - Byrd, Hribar et al. - 1997
47   the formulation and theory of the Newton interior-point meth.. (context) - El-Bakry, Tapia et al. - 1996
47   A trust region method based on interior point techniques for.. - Byrd, Gilbert et al. - 1996
46   An interior trust region approach for nonlinear minimization.. (context) - Coleman, Li - 1996
42   Primal-dual interior methods for nonconvex nonlinear program.. (context) - Forsgren, Gill - 1998
37   Some NP-complete problems in quadratic and nonlinear program.. (context) - Murty, Kabadi - 1987
36   A primal-dual interior method for nonconvex nonlinear progra.. (context) - Gay, Overton et al. - 1997
30   Semi-definite matrix constraints in optimization (context) - Fletcher - 1985
24   Superlinear and quadratic convergence of some primal-dual in.. (context) - Yamashita, Yabe - 1996
20   Argonne National Laboratory (context) - Wright - 1997
20   A globally convergent primal-dual interior point method for .. (context) - Yamashita - 1995
18   Trust-region interior-point SQP algorithms for a class of no.. - Dennis, Heinkenschloss et al. - 1998
8   A primal-dual interior-point method for nonconvex optimizati.. - Urban, Tits et al. - 1998
6   Primal-dual and primal interior point algorithms for general.. (context) - Lasdon, Plummer et al. - 1995
4   Penalty methods for computing points that satisfy second ord.. (context) - Auslender - 1979
3   A note on the second-order convergence of optimization algor.. - Gould, Toint - 1998
3   A QQP-minimization method for semidefinite and smooth noncon.. - Jarre - 1998
3   A globally convergent interior point algorithm for general n.. - Akrotirianakis, Rustem - 1997
3   Newton method for large-scale linear inequalityconstrained m.. (context) - Forsgren, Murray - 1997
2   ne scaling algorithms for linearly constrained convex and co.. (context) - Monteiro, Wang et al. - 1998
1   A second-order method for the general nonlinear programming .. (context) - Mukai, Polak - 1978
1   Convergence to second order stationary points in inequality .. - Facchinei, Lucidi - 1998
1   An interior point method with a primal-dual l 2 barrier pena.. (context) - Yamashita, Yabe - 1999

Documents on the same site (http://www.math.washington.edu/~tseng/papers.html):   More
Convergence Rate Analysis of an Asynchronous Space.. - Tai, Tseng (1998)   (Correct)
Block Coordinate Relaxation Methods for Nonparametric.. - Sardy, Bruce, Tseng (1998)   (Correct)
Traffic Equilibrium: Link Flows, Path Flows and.. - Hagstrom, Tseng (1998)   (Correct)

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC