1.5-Q-superlinear convergence of an exterior-point method for constrained optimization
نویسندگان
چکیده
We introduce and analyze an exterior-pointmethod (EPM) for constrained optimization problems with both inequality constraints and equations. We show that under the standard second-order optimality conditions the EPM converges to the primal–dual solution with 1.5-Q-superlinear rate.
منابع مشابه
1.5-Q-superlinear convergence of an exterior-point method for constrained optimization Dedicated to Professor Gil Strang on the occasion on his 70th birthday
We introduce and analyze an exterior-point method (epm) for constrained optimization problems with both inequality constraints and equations. We show that under the standard second-order optimality conditions the epm converges to the primal-dual solution with 1.5-Q-superlinear rate.
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ورودعنوان ژورنال:
- J. Global Optimization
دوره 40 شماره
صفحات -
تاریخ انتشار 2008